GMM ESTIMATION AND INFERENCE IN DYNAMIC PANEL DATA MODELS WITH PERSISTENT DATA
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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ژورنال
عنوان ژورنال: Econometric Theory
سال: 2009
ISSN: 0266-4666,1469-4360
DOI: 10.1017/s0266466608090531