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On existence of moment of mean reversion estimator in linear diffusion models

Bao, Yong; Ullah, Aman; Zinde-Walsh, Victoria - In: Economics letters 120 (2013) 2, pp. 146-148

Persistent link: https://www.econbiz.de/10010127806

Indirect inference estimation of a first-order dynamic panel data model

Bao, Yong - In: Journal of quantitative economics 19 (2021), pp. 79-98

Persistent link: https://www.econbiz.de/10013441709

Indirect inference estimation of higher-order spatial autoregressive models

Bao, Yong - In: Econometric reviews 42 (2023) 3, pp. 247-280

Persistent link: https://www.econbiz.de/10014305506

Estimating linear dynamic panels with recentered moments

Bao, Yong - In: Econometrics : open access journal 12 (2024) 1, pp. 1-48

This paper proposes estimating linear dynamic panels by explicitly exploiting the endogeneity of lagged dependent variables and expressing the crossmoments between the endogenous lagged dependent variables and disturbances in terms of model parameters. These moments, when recentered, form the...

Persistent link: https://www.econbiz.de/10014636394

Testing convergence in income distribution

Bao, Yong; Dhongde, Shatakshee - In: Oxford bulletin of economics and statistics 71 (2009) 2, pp. 295-302

Persistent link: https://www.econbiz.de/10003814739

Local linear GMM estimation of functional coefficient IV model with an application to estimating the rate od return to schooling

Su, Liangjun; Murtazashvili, Irina; Ullah, Aman - In: Journal of business & economic statistics : JBES ; a … 31 (2013) 2, pp. 184-207

Persistent link: https://www.econbiz.de/10009754005