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Moment conditions for AR(1) panel data models with missing outcomes
Pacini, David; Windmeijer, Frank - 2015
Persistent link: https://www.econbiz.de/10010531102
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The weak instrument problem of the system GMM estimator in dynamic panel data models
Bun, Maurice J. G. (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003433485
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The weak instrument problem of the system GMM estimator in dynamic panel data models
Bun, Maurice J. G. (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003434193
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The weak instrument problem of the system GMM estimator in dynamic panel data models
Bun, Maurice J. G.; Windmeijer, Frank - 2009
Persistent link: https://www.econbiz.de/10003913186
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The weak instrument problem of the system GMM estimator in dynamic panel data models
Bun, Maurice J. G.; Windmeijer, Frank - In: The econometrics journal 13 (2010) 1, pp. 95-126
Persistent link: https://www.econbiz.de/10003975654
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GMM for panel count data models
Windmeijer, Frank (contributor) - 2006
Persistent link: https://www.econbiz.de/10003385789
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GMM for panel count data models
Windmeijer, Frank (contributor) - 2006
Persistent link: https://www.econbiz.de/10003387914
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Estimation of panel data models with binary indicators when treatment effects are not constant over time
Laporte, Audrey; Windmeijer, Frank - In: Economics letters 88 (2005) 3, pp. 389-396
Persistent link: https://www.econbiz.de/10003035719
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Estimation of panel data models with binary indicators when treatment effects are not constant over time
Laporte, Audrey (contributor); Windmeijer, Frank (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002408301
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The Weak Instrument Problem of the System GMM Estimator in Dynamic Panel Data Models
Bun, Maurice J. G.; Windmeijer, Frank - 2009
The system GMM estimator for dynamic panel data models combines moment conditions for the model in first differences with moment conditions for the model in levels. It has been shown to improve on the GMM estimator in the first differenced model in terms of bias and root mean squared error....
Persistent link: https://www.econbiz.de/10014202992