Alternative over-identifying restriction test in the GMM estimation of panel data models

Econometrics and Statistics ◽

10.1016/j.ecosta.2018.06.002 ◽

2019 ◽

Vol 10 ◽

pp. 71-95 ◽

Author(s):

Kazuhiko Hayakawa

Keyword(s):

Data Models ◽

Panel Data Models ◽

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GMM estimation of linear panel data models with time-varying individual effects

Journal of Econometrics ◽

10.1016/s0304-4076(00)00083-x ◽

2001 ◽

Vol 101 (2) ◽

pp. 219-255 ◽

Author(s):

Seung Chan Ahn ◽

Young Hoon Lee ◽

Peter Schmidt

Keyword(s):

Data Models ◽

Panel Data Models ◽

Time Varying ◽

Gmm Estimation ◽

Individual Effects

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Alternative Over-Identifying Restriction Test in GMM Estimation of Panel Data Models

SSRN Electronic Journal ◽

10.2139/ssrn.2250624 ◽

2013 ◽

Author(s):

Kazuhiko Hayakawa

Keyword(s):

Data Models ◽

Panel Data Models ◽

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GMM Estimation of Fixed Effects Dynamic Panel Data Models with Spatial Lag and Spatial Errors

SSRN Electronic Journal ◽

10.2139/ssrn.1971176 ◽

2011 ◽

Author(s):

Pavel Cizek ◽

Jan P. A. M. Jacobs ◽

Jenny E. Ligthart ◽

Hendrik Vrijburg

Keyword(s):

Fixed Effects ◽

Dynamic Panel Data ◽

Data Models ◽

Panel Data Models ◽

Dynamic Panel ◽

Dynamic Panel Data Models ◽

Spatial Lag ◽

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Efficient GMM estimation of spatial dynamic panel data models with fixed effects

Journal of Econometrics ◽

10.1016/j.jeconom.2014.03.003 ◽

2014 ◽

Vol 180 (2) ◽

pp. 174-197 ◽

Author(s):

Lung-fei Lee ◽

Jihai Yu

Keyword(s):

Fixed Effects ◽

Dynamic Panel Data ◽

Data Models ◽

Panel Data Models ◽

Spatial Dynamic ◽

Dynamic Panel ◽

Dynamic Panel Data Models ◽

Gmm Estimation ◽

Spatial Dynamic Panel Data

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Neighbourhood GMM estimation of dynamic panel data models

Computational Statistics & Data Analysis ◽

10.1016/j.csda.2015.11.015 ◽

2016 ◽

Vol 100 ◽

pp. 526-544 ◽

Author(s):

Vasilis Sarafidis

Keyword(s):

Dynamic Panel Data ◽

Data Models ◽

Panel Data Models ◽

Dynamic Panel ◽

Dynamic Panel Data Models ◽

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GMM estimation in panel data models with measurement error

Journal of Econometrics ◽

10.1016/s0304-4076(01)00079-3 ◽

2001 ◽

Vol 104 (2) ◽

pp. 259-268 ◽

Author(s):

Tom Wansbeek

Keyword(s):

Measurement Error ◽

Data Models ◽

Panel Data Models ◽

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GMM Estimation of Short Dynamic Panel Data Models with Interactive Fixed Effects

SSRN Electronic Journal ◽

10.2139/ssrn.1412083 ◽

2012 ◽

Author(s):

Kazuhiko Hayakawa

Keyword(s):

Fixed Effects ◽

Dynamic Panel Data ◽

Data Models ◽

Panel Data Models ◽

Dynamic Panel ◽

Dynamic Panel Data Models ◽

Gmm Estimation ◽

Interactive Fixed Effects

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Consistent model and moment selection procedures for GMM estimation with application to dynamic panel data models

Journal of Econometrics ◽

10.1016/s0304-4076(00)00077-4 ◽

2001 ◽

Vol 101 (1) ◽

pp. 123-164 ◽

Author(s):

Donald W.K. Andrews ◽

Biao Lu

Keyword(s):

Dynamic Panel Data ◽

Data Models ◽

Panel Data Models ◽

Dynamic Panel ◽

Dynamic Panel Data Models ◽

Selection Procedures ◽

Gmm Estimation ◽

Moment Selection ◽

Consistent Model

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GMM estimation of spatial panel data models with common factors and a general space–time filter

Spatial Economic Analysis ◽

10.1080/17421772.2017.1353128 ◽

2017 ◽

Vol 13 (2) ◽

pp. 247-269 ◽

Author(s):

Wei Wang ◽

Lung-fei Lee

Keyword(s):

Common Factors ◽

Data Models ◽

Panel Data Models ◽

Gmm Estimation ◽

Spatial Panel ◽

General Space ◽

Spatial Panel Data Models ◽

Spatial Panel Data

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GMM Estimation of Dynamic Panel Data Models with Persistent Data

SSRN Electronic Journal ◽

10.2139/ssrn.253866 ◽

2001 ◽

Author(s):

Hugo Kruiniger

Keyword(s):

Dynamic Panel Data ◽

Data Models ◽

Panel Data Models ◽

Dynamic Panel ◽

Dynamic Panel Data Models ◽

Gmm Estimation ◽

Persistent Data

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