GMM estimation of autoregressive panel data equations in error-ridden variables when the noise has memory, is … strength of autocorrelation and the size of the IV set. GMM procedures using IVs in differences on equations in levels, in … country panel data supplements the simulation results. …

data ; Measurement error ; Dynamic modeling ; ARMA model ; GMM ; Monte Carlo simulation …The Generalized Method of Moments (GMM) is discussed for handling the joint occurrence of fixed effects and random … measurement errors in an autoregressive panel data model. Finite memory of disturbances, latent regressors and measurement errors …

practical guidelines are provided. -- Panel data ; Measurement error ; ARMA model ; GMM ; Signal-noise ratio ; Error memory ; IV …An autoregressive fixed effects panel data equation in error-ridden endogenous and exogenous variables, with finite … memory of disturbances, latent regressors and measurement errors is considered. Finite sample properties of GMM estimators …

An autoregressive fixed effects panel data equation in error-ridden endogenous and exogenous variables, with finite … memory of disturbances, latent regressors and measurement errors is considered. Finite sample properties of GMM estimators … signal and noise memory, the strength of autocorrelation, the size of the IV set, and the panel length. Finally, some …

This paper studies the effects of foreign direct investment (FDI) on national economic growth with the help of GMM … panel regressions. Effects on productivity growth, capital and labor inputs as well as innovation activities are …

policy are investigated using panel data analysis. The result suggests that though foreign direct investment (FDI …

The Generalized Method of Moments (GMM) is discussed for handling the joint occurrence of fixed effects and random … measurement errors in an autoregressive panel data model. Finite memory of disturbances, latent regressors and measurement errors … is assumed. Two specializations of GMM are considered: (i) using instruments (IVs) in levels for a differenced version of …

An autoregressive fixed effects panel data equation in error-ridden endogenous and exogenous variables, with finite … memory of disturbances, latent regressors and measurement errors is considered. Finite sample properties of GMM estimators … signal and noise memory, the strength of autocorrelation, the size of the IV set, and the panel length. Finally, some …

developing countries by employing a dynamic panel methodology, which enables us to deal with the persistency of FDI flows and …