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Moment conditions for dynamic panel data models with multiplicative individual effects in the conditional variance
Meghir, Costas; Windmeijer, Frank - 1997
Moment conditions are derived for dynamic linear panel data models with linear individual specific effects in the mean and multiplicative individual effects in the conditional ARCH type variance function. The relation and correlation between the linear and multiplicative effects are...
Persistent link: https://www.econbiz.de/10010330358
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Moment conditions for dynamic panel data models with multiplicative individual effects in the conditional variance
Meghir, Costas; Windmeijer, Frank - In: Annales d'économie et de statistique (1999), pp. 317-330
Persistent link: https://www.econbiz.de/10001566517
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Special Issue - "Panel Data Econometrics" - Moment Conditions for Dynamic Panel Data Models with Multiplicative Individual Effects in the Conditional Variance
Meghir, Costas; Windmeijer, Frank - In: Annales d'économie et de statistique (1999) 55-56, pp. 317-330
Persistent link: https://www.econbiz.de/10007922844
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Moment conditions for dynamic panel data models with multiplicative individual effects in the conditional variance
Meghir, Costas; Windmeijer, Frank - 1997
Persistent link: https://www.econbiz.de/10000647505
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Moment Conditions for Dynamic Panel Data Models with Multiplicative Individual Effects in the Conditional Variance
MEGHIR, Costas; WINDMEIJER, Frank - In: Annales d'Economie et de Statistique (1999) 55-56, pp. 317-330
Moment conditions are derived for dynamic linear panel data models with linear individual specific effects in the mean and multiplicative individual effects in the conditional ARCH type variance function. The relation and correlation between the linear and multiplicative effects are...
Persistent link: https://www.econbiz.de/10005065720
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Moment conditions for dynamic panel data models with multiplicative individual effects in the conditional variance
Meghir, Costas; Windmeijer, Frank - Institute for Fiscal Studies (IFS) - 1997
Moment conditions are derived for dynamic linear panel data models with linear individual specific effects in the mean and multiplicative individual effects in the conditional ARCH type variance function. The relation and correlation between the linear and multiplicative effects are...
Persistent link: https://www.econbiz.de/10005509492
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Moment conditions for dynamic panel data models with multiplicative individual effects in the conditional variance
Meghir, Costas; Windmeijer, Frank - 1997
Moment conditions are derived for dynamic linear panel data models with linear individual specific effects in the mean and multiplicative individual effects in the conditional ARCH type variance function. The relation and correlation between the linear and multiplicative effects are...
Persistent link: https://www.econbiz.de/10011538468
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Deviance based R-squared measures of goodness of fit for generalized linear models
Cameron, Colin - 1993
Persistent link: https://www.econbiz.de/10000417638
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De regionale dimensie van de arbeidsmarkt
Windmeijer, Frank - 1992
Persistent link: https://www.econbiz.de/10000856212
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Efficiency comparisons for a system GMM estimator in dynamic panel data models
Windmeijer, Frank - 1997
Persistent link: https://www.econbiz.de/10000655380