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Estimation in dynamic panel data models : improving on the performance of the standard GMM estimator
Blundell, Richard W.; Bond, Stephen; Windmeijer, Frank - 2000
This chapter reviews developments to improve on the poor performance of the standard GMM estimator for highly autoregressive panel series. It considers the use of the system GMM estimator that relies on relatively mild restrictions on the initial condition process. This system GMM estimator...
Persistent link: https://www.econbiz.de/10011537713
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Trends in UK BERD after the introduction of R&D tax credits
Bond, Stephen; Guceri, Irem - 2012
Persistent link: https://www.econbiz.de/10009518304
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The roles of expected profitability, Tobin's Q and cash flow in econometric models of company investment
Bond, Stephen (contributor) - 2004
Persistent link: https://www.econbiz.de/10002262219
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Why is micro evidence on the effects of uncertainty not replicated in macro data?
Bond, Stephen; Lombardi, Domenico - 2005
Persistent link: https://www.econbiz.de/10003218848
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Unit roots : identification and testing in micro panels
Bond, Stephen (contributor); Nauges, Céline (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10002996750
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Adjustment costs and the identification of Cobb Douglas production functions
Bond, Stephen (contributor); Söderbom, Måns (contributor) - 2005
Persistent link: https://www.econbiz.de/10002587285
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To buy or not to buy? : Uncertainty, irreversibility, and heterogeneous investment dynamics in Italian company data
Bond, Stephen; Lombardi, Domenico - 2004
Persistent link: https://www.econbiz.de/10002244599
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Technology and financial structure : are innovative firms different?
Aghion, Philippe; Klemm, Alexander; Bond, Stephen; … - In: Journal of the European Economic Association 2 (2004) 2/3, pp. 277-288
Persistent link: https://www.econbiz.de/10002095079
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Dissecting dividend decisions : some clues about the effects of dividend taxation from recent UK reforms
Bond, Stephen (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003084756
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Dissecting dividend decisions : some clues about the effects of dividend taxation from recent UK reforms
Bond, Stephen (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003053857