Showing 1 - 10 of 44
GMM estimation of autoregressive panel data equations in error-ridden variables when the noise has memory, is … strength of autocorrelation and the size of the IV set. GMM procedures using IVs in differences on equations in levels, in …
Persistent link: https://www.econbiz.de/10010479979
Persistent link: https://www.econbiz.de/10009676064
Persistent link: https://www.econbiz.de/10010342786
Persistent link: https://www.econbiz.de/10013169105
Persistent link: https://www.econbiz.de/10012798904
Persistent link: https://www.econbiz.de/10012672097
Persistent link: https://www.econbiz.de/10012519550
Persistent link: https://www.econbiz.de/10012649598
Persistent link: https://www.econbiz.de/10012653625
Persistent link: https://www.econbiz.de/10012582208