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On IV, GMM and ML in a dynamic panel data model

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Author Info
Wansbeek, Tom
Bekker, Paul
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File URL: http://www.sciencedirect.com/science/article/B6V84-3VW1TR1-M/2/f0269b8473633b1fa9a2e2dfd167e1e8
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Article provided by Elsevier in its journal Economics Letters.

Volume (Year): 51 (1996)
Issue (Month): 2 (May)
Pages: 145-152
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Handle: RePEc:eee:ecolet:v:51:y:1996:i:2:p:145-152

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  1. Housung Jung & Hyeog Ug Kwon, 2007. "An Alternative System GMM Estimation in Dynamic Panel Models," Hi-Stat Discussion Paper Series d07-217, Institute of Economic Research, Hitotsubashi University. [Downloadable!]
  2. Simon Feeny & Mark N. Harris & Joanne Loundes, 2000. "A Dynamic Panel Analysis of the Profitability of Australian Tax Entities," Melbourne Institute Working Paper Series wp2000n22, Melbourne Institute of Applied Economic and Social Research, The University of Melbourne. [Downloadable!]
    Other versions:
  3. Martin A. Carree, 2002. "Nearly Unbiased Estimation in Dynamic Panel Data Models with Exogenous Variables," Tinbergen Institute Discussion Papers 02-007/2, Tinbergen Institute. [Downloadable!]
  4. Binder, M. & Hsaio, C. & Pesaran, M.H., 2000. "Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration," Cambridge Working Papers in Economics 0003, Faculty of Economics, University of Cambridge. [Downloadable!]
    Other versions:
  5. Thijs Knaap & Tom Wansbeek, 1999. "Estimating a Dynamic Panel Data Model with Heterogenous Trends," Annales d'Economie et de Statistique, ADRES, issue 55-56, pages 14, Juillet-D. [Downloadable!]
  6. Badri Narayanan G, 2005. "Effects of trade liberalisation, environmental and labour regulations on employment in India's organised textile sector," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2005-005, Indira Gandhi Institute of Development Research, Mumbai, India. [Downloadable!]
  7. Badi H. Baltagi & Chihwa Kao, 2000. "Nonstationary Panels, Cointegration in Panels and Dynamic Panels: A Survey," Center for Policy Research Working Papers 16, Center for Policy Research, Maxwell School, Syracuse University. [Downloadable!]
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