The Time Series and Cross-Section Asymptotics of Dynamic Panel Data Estimators
暂无分享,去创建一个
[1] J. Sargan. THE ESTIMATION OF ECONOMIC RELATIONSHIPS USING INSTRUMENTAL VARIABLES , 1958 .
[2] Marc L. Nerlove,et al. Experimental Evidence on the Estimation of Dynamic Economic Relations from a Time Series of Cross-Se , 1967 .
[3] G. Maddala,et al. THE USE OF VARIANCE COMPONENTS MODELS IN POOLING CROSS SECTION AND TIME SERIES DATA , 1971 .
[4] Marc Nerlove,et al. Further evidence on the estimation of dynamic economic relations from a time series of cross-sections , 1971 .
[5] T. W. Anderson,et al. Statistical analysis of time series , 1972 .
[6] T. W. Anderson. Repeated Measurements on Autoregressive Processes , 1978 .
[7] N. Kunitomo. Asymptotic Expansions of the Distributions of Estimators in a Linear Functional Relationship and Simultaneous Equations , 1980 .
[8] Cheng Hsiao,et al. Estimation of Dynamic Models with Error Components , 1981 .
[9] K. Morimune. Approximate Distributions of k-Class Estimators when the Degree of Overidentifiability is Large Compared with the Sample Size , 1983 .
[10] W. Newey,et al. Estimating vector autoregressions with panel data , 1988 .
[11] M. Nerlove,et al. Biases in dynamic models with fixed effects , 1988 .
[12] M. Arellano,et al. Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations , 1991 .
[13] Paul A. Bekker,et al. ALTERNATIVE APPROXIMATIONS TO THE DISTRIBUTIONS OF INSTRUMENTAL VARIABLE ESTIMATORS , 1994 .
[14] R. Blundell,et al. Initial Conditions and Moment Restrictions in Dynamic Panel Data Models , 1998 .
[15] A. Marcet,et al. The Poor Stay Poor: Non-Convergence Across Countries and Regions , 1995 .
[16] M. Arellano,et al. Another look at the instrumental variable estimation of error-components models , 1995 .
[17] Jan F. Kiviet,et al. On bias, inconsistency and efficiency of various estimators in dynamic panel data models , 1995 .
[18] M. Pesaran,et al. Estimating Long-Run Relationships From Dynamic Heterogeneous Panels , 1995 .
[19] Peter Schmidt,et al. Efficient estimation of models for dynamic panel data , 1995 .
[20] Ann L. Owen,et al. Estimating dynamic panel data models: a practical guide for macroeconomists , 1997 .
[21] M. Arellano,et al. Symmetrically Normalized Instrumental-Variable Estimation Using Panel Data , 1999 .
[22] R. Koenker,et al. GMM inference when the number of moment conditions is large , 1999 .
[23] Jinyong Hahn,et al. Asymptotically Unbiased Inference for a Dynamic Panel Model with Fixed Effects When Both N and T are Large , 2000 .