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Simple methods for consistent estimation of dynamic panel data sample selection models
Sadoon, Majid M. al-; Jiménez-Martín, Sergi; Labeaga, … - 2019
Persistent link: https://www.econbiz.de/10011979643
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Consistent estimation of panel data sample selection models
Baltagi, Badi H.; Jiménez-Martín, Sergi; Labeaga, José M. - 2023
The properties of classical panel data estimators including fixed effect, first-differences, random effects, and … generalized method of moments-instrumental variables estimators in both static as well as dynamic panel data models are …
Persistent link: https://www.econbiz.de/10014428011
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Volatility and GMM : Monte Carlo studies and empirical estimations
Nagel, Hartmut; Schöbel, Rainer - In: Statistical papers 40 (1999) 3, pp. 297-321
Persistent link: https://www.econbiz.de/10001401125
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Robust small sample accurate inference in moment condition models
Lô, Serigne N. (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003335766
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Finite sample evidence suggesting a heavy tail problem of the generalized empirical likelihood estimator
Guggenberger, Patrik - In: Econometric reviews 27 (2008) 4/6, pp. 526-541
Persistent link: https://www.econbiz.de/10003761331
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A two sample size estimator for large data sets
O'Connell, Martin; Smith, Howard; Thomassen, Øyvind - 2023
Persistent link: https://www.econbiz.de/10014289035
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A two sample size estimator for large data sets
O'Connell, Martin; Smith, Howard; Thomassen, Oyvind - 2023
Persistent link: https://www.econbiz.de/10013557376
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The difference, system and 'double-d GMM panel estimators in the presence of structural breaks
Chowdhury, Rosen Azad; Russell, Bill - 2012
Persistent link: https://www.econbiz.de/10009620285
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Large sample properties of an IV estimator based on the Ahn and Schmidt moment conditions
Pua, Andrew Adrian Yu; Fritsch, Markus; Schnurbus, Joachim - 2019
estimating linear dynamic panel data models and derive the large sample properties of the estimator. We assume that the only …
Persistent link: https://www.econbiz.de/10012104780
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Finite Sample Inference for GMM Estimators in Linear Panel Data Models
Bond, Stephen R.; Windmeijer, Frank - 2002
We compare the finite sample performance of a range of tests of linear restrictions for linear panel data models … recently been proposed. We consider both the AR(1) panel model, and a design with predetermined regressors. The corrected two …
Persistent link: https://www.econbiz.de/10014116826