restristions for standard GMM estimators in autoregressive panel data models. A comparison is made with recent test proposals based …

I consider a panel vector-autoregressive model with cross-sectional dependence of the disturbances characterized by a … transformed data and applies standard techniques for estimation of panel vector-autoregressive models. I compare the small …

This paper argues that the empirical trade-growth relationship should be modelled using a dynamic panel data approach …

investment spending as a VAR. Based on a panel of financial statement data for 6,408 German firms (44,345 datapoints … substantive conclusions, this paper demonstrate that the panel VAR approach is useful for modeling firm dynamics and real … Ergebnissen zeigt das Papier, dass der Panel VAR-Ansatz für die Modellierung der unternehmerischen Dynamik, der Interaktion von …

We propose four different GMM estimators that allow almost consistent estimation of the structural parameters of panel …

The well-known problem of too many instruments in dynamic panel data GMM is dealt with in detail in Roodman (2009 …

The well-known problem of too many instruments in dynamic panel data GMM is dealt with in detail in Roodman (2009 …

panel data error component model. We derive moment conditions to estimate the parameters of the higher order spatial …