The Asymptotic Properties of the System GMM Estimator in Dynamic Panel Data Models When Both N and T are Large
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Cited by:
- Hayakawa, Kazuhiko, 2010. "The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models: Some additional results," Journal of Econometrics, Elsevier, vol. 159(1), pages 202-208, November.
- Maurice J. G. Bun & Frank Windmeijer, 2010.
"The weak instrument problem of the system GMM estimator in dynamic panel data models,"
Econometrics Journal, Royal Economic Society, vol. 13(1), pages 95-126, February.
- Maurice Bun & Frank Windmeijer, 2007. "The weak instrument problem of the system GMM estimator in dynamic panel data models," CeMMAP working papers CWP08/07, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Maurice J.G. Bun & Frank Windmeijer, 2009. "The Weak Instrument Problem of the System GMM Estimator in Dynamic Panel Data Models," Tinbergen Institute Discussion Papers 09-086/4, Tinbergen Institute.
- Maurice J.G. Bun & Frank Windmeijer, 2007. "The Weak Instrument Problem of the System GMM Estimator in Dynamic Panel Data Models," Bristol Economics Discussion Papers 07/595, School of Economics, University of Bristol, UK.
- Kazuhiko Hayakawa, 2006. "Efficient GMM Estimation of Dynamic Panel Data Models Where Large Heterogeneity May Be Present," Hi-Stat Discussion Paper Series d05-130, Institute of Economic Research, Hitotsubashi University.
- Beatrice Simo-Kengne & Manoel Bittencourt & Rangan Gupta, 2012.
"House Prices and Economic Growth in South Africa: Evidence From Provincial-Level Data,"
Journal of Real Estate Literature, Taylor & Francis Journals, vol. 20(1), pages 97-117, January.
- Beatrice D. Simo-Kengne & Manoel Bittencourt & Rangan Gupta, 2011. "House Prices and Economic Growth in South Africa: Evidence from Provincial-Level Data," Working Papers 201116, University of Pretoria, Department of Economics.
- Dang, Viet Anh & Kim, Minjoo & Shin, Yongcheol, 2015. "In search of robust methods for dynamic panel data models in empirical corporate finance," Journal of Banking & Finance, Elsevier, vol. 53(C), pages 84-98.
- Guido M. Kuersteiner & Ingmar R. Prucha, 2020.
"Dynamic Spatial Panel Models: Networks, Common Shocks, and Sequential Exogeneity,"
Econometrica, Econometric Society, vol. 88(5), pages 2109-2146, September.
- Guido M. Kuersteiner & Ingmar R. Prucha, 2015. "Dynamic Spatial Panel Models: Networks, Common Shocks, and Sequential Exogeneity," CESifo Working Paper Series 5445, CESifo.
- Georg Graevenitz & Stefan Wagner & Dietmar Harhoff, 2013.
"Incidence and Growth of Patent Thickets: The Impact of Technological Opportunities and Complexity,"
Journal of Industrial Economics, Wiley Blackwell, vol. 61(3), pages 521-563, September.
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- Graevenitz, Georg von & Wagner, Stefan & Harhoff, Dietmar, 2011. "Incidence and Growth of Patent Thickets - The Impact of Technological Opportunities and Complexity," Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems 356, Free University of Berlin, Humboldt University of Berlin, University of Bonn, University of Mannheim, University of Munich.
- van Zanden, Jan Luiten & Papaioannou, Jason, 2012. "The Dictator Effect: How Long Years in Office Affects Economic Development in Africa and the Near East," CEPR Discussion Papers 8962, C.E.P.R. Discussion Papers.
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This paper has been announced in the following NEP Reports:- NEP-ECM-2006-02-12 (Econometrics)
- NEP-ETS-2006-02-12 (Econometric Time Series)
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