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Alternative error covariance assumptions in dynamic panel data models
Anderson, Gordon - 1988
Persistent link: https://www.econbiz.de/10000124830
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Bayesian method of moments - instrumental variable (BMOM - IV) analysis of mean and regression models
Zellner, Arnold - 1994
Persistent link: https://www.econbiz.de/10000899493
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A macroeconomic rationing model estimated by cointegration techniques and generalized method of moments
Heinesen, Eskil - 1993
Persistent link: https://www.econbiz.de/10000875926
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A generalized moments estimator for the autoregressive parameter in a spatial model
Kelejian, Harry H.; Prucha, Ingmar R. - 1995
Persistent link: https://www.econbiz.de/10000921450
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Simple estimators for dynamic panel data models with errors in variables
Wansbeek, Tom; Kapteyn, Arie - 1989
Persistent link: https://www.econbiz.de/10000782904
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Hypothesis testing and finite sample properties of generalized method of moments estimators : a Monte Carlo study
Mao, Ching-sheng - 1990
Persistent link: https://www.econbiz.de/10000802732
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Measurement errors and the permanent income hypothesis : evidence from rural india
Bhalla, Surjit S. - 1978
Persistent link: https://www.econbiz.de/10000002606
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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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The time series and cross-section asymptotics of dynamic panel data estimators
Alvarez, Javier; Arellano, Manuel - 1998
Persistent link: https://www.econbiz.de/10001361941
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On B-robust instrumental variable estimation of the linear model
Wagenvoort, Rien; Waldmann, Robert - 1998
Persistent link: https://www.econbiz.de/10001364761