Panel data with errors-in-variables: essential and redundant orthogonality conditions in GMM-estimation

Economics Letters ◽

10.1016/s0165-1765(98)00053-6 ◽

1998 ◽

Vol 59 (3) ◽

pp. 275-282 ◽

Author(s):

Erik Biørn ◽

Tor Jakob Klette

Keyword(s):

Errors In Variables ◽

Gmm Estimation ◽

Orthogonality Conditions

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Engineering robust instruments for GMM estimation of panel data regression models with errors in variables: a note

Applied Economics ◽

10.1080/00036846.2014.985373 ◽

2014 ◽

Vol 47 (10) ◽

pp. 981-989 ◽

Author(s):

François-Éric Racicot

Keyword(s):

Regression Models ◽

Errors In Variables ◽

Gmm Estimation ◽

Panel Data Regression ◽

Data Regression

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The Days to Pay Accounts Payable Determinants - Assets Structure and Short-Term Financing Flexibilities - A Panel Data GMM Estimation

SSRN Electronic Journal ◽

10.2139/ssrn.2620758 ◽

2015 ◽

Author(s):

Justino Manuel Oliveira Marques

Keyword(s):

Gmm Estimation ◽

Accounts Payable

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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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Errors in variables in panel data with a binary dependent variable

Economics Letters ◽

10.1016/0165-1765(87)90179-0 ◽

1987 ◽

Vol 24 (1) ◽

pp. 45-49 ◽

Author(s):

Chihwa Kao ◽

John F. Schnell

Keyword(s):

Errors In Variables ◽

Binary Dependent Variable

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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 simultaneous spatial panel data dynamic models with high order models approach

IOP Conference Series Earth and Environmental Science ◽

10.1088/1755-1315/243/1/012048 ◽

2019 ◽

Vol 243 ◽

pp. 012048

Author(s):

D E Kusrini ◽

Setiawan ◽

B N Ruchjana ◽

H Kuswanto

Keyword(s):

Dynamic Models ◽

Gmm Estimation ◽

Spatial Panel ◽

Spatial Panel Data

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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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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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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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