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

2001 ◽  
Vol 101 (1) ◽  
pp. 123-164 ◽  
Author(s):  
Donald W.K. Andrews ◽  
Biao Lu
Keyword(s):  
Panel Data ◽  
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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