Accuracy and Efficiency of Various GMM Inference Techniques in Dynamic Micro Panel Data Models
نویسندگان
چکیده
منابع مشابه
Statistical inference in dynamic panel data models
T.W. Anderson and his collaborators have made seminal contributions to inference with instrumental variables and to dynamic panel data models. We review these contributions and the extensive economic and statistical literature that these contributions spawned. We describe our recent work in these two areas, presenting new approaches to (a) making valid inferences in the presence of weak instrum...
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GMM for panel count data models
This chapter gives an account of the recent literature on estimating models for panel count data. Specifically, the treatment of unobserved individual heterogeneity that is correlated with the explanatory variables and the presence of explanatory variables that are not strictly exogenous are central. Moment conditions are discussed for these type of problems that enable estimation of the parame...
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ژورنال
عنوان ژورنال: Econometrics
سال: 2017
ISSN: 2225-1146
DOI: 10.3390/econometrics5010014