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Reliable inference for GMM estimators? : Finite sample properties of alternative test procedures in linear panel data models
Bond, Stephen; Windmeijer, Frank - In: Econometric reviews 24 (2005) 1, pp. 1-37
Persistent link: https://www.econbiz.de/10002655586
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Pharmaceutical promotion and GP prescription behaviour
Windmeijer, Frank; Laat, Eric A. A. de; Douven, Rudy; … - 2004
Persistent link: https://www.econbiz.de/10002004677
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Estimation of panel data models with binary indicators when treatment effects are not constant over time
Laporte, Audrey (contributor); Windmeijer, Frank (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002408301
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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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Estimation of panel data models with binary indicators when treatment effects are not constant over time
Laporte, Audrey; Windmeijer, Frank - In: Economics letters 88 (2005) 3, pp. 389-396
Persistent link: https://www.econbiz.de/10003035719
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Parental income and children's smoking behaviour : evidence from the British household panel survey
Blow, Laura (contributor); Leicester, Andrew (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10002846498
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Individual effects and dynamics in count data models
Blundell, Richard; Griffith, Rachel; Windmeijer, Frank - In: Journal of econometrics 108 (2002) 1, pp. 113-132
Persistent link: https://www.econbiz.de/10006769403
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Criterion-based inference for GMM in autoregressive panel data models
Bond, Stephen; Bowsher, Clive; Windmeijer, Frank - In: Economics letters 73 (2001) 3, pp. 379-388
Persistent link: https://www.econbiz.de/10006771417
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The Weak Instrument Problem of the System GMM Estimator in Dynamic Panel Data Models
Bun, Maurice J. G.; Windmeijer, Frank - 2007
The system GMM estimator for dynamic panel data models combines moment conditions for the model in first differences with moment conditions for the model in levels. It has been shown to improve on the GMM estimator in the first differenced model in terms of bias and root mean squared error....
Persistent link: https://www.econbiz.de/10014051957
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The Weak Instrument Problem of the System GMM Estimator in Dynamic Panel Data Models
Bun, Maurice J. G.; Windmeijer, Frank - 2009
The system GMM estimator for dynamic panel data models combines moment conditions for the model in first differences with moment conditions for the model in levels. It has been shown to improve on the GMM estimator in the first differenced model in terms of bias and root mean squared error....
Persistent link: https://www.econbiz.de/10014202992