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How informative is the initial condition in the dynamic panel model with fixed effects?

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  • Hahn, Jinyong
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    File URL: http://www.sciencedirect.com/science/article/B6VC0-3XCFNPR-5/2/eaeb31fe5302e7dd52b10625271e56bf
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    Article provided by Elsevier in its journal Journal of Econometrics.

    Volume (Year): 93 (1999)
    Issue (Month): 2 (December)
    Pages: 309-326

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    Handle: RePEc:eee:econom:v:93:y:1999:i:2:p:309-326

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    Web page: http://www.elsevier.com/locate/jeconom

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    1. Arellano, Manuel & Bond, Stephen, 1991. "Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations," Review of Economic Studies, Wiley Blackwell, vol. 58(2), pages 277-97, April.
    2. Holtz-Eakin, Douglas & Newey, Whitney & Rosen, Harvey S, 1988. "Estimating Vector Autoregressions with Panel Data," Econometrica, Econometric Society, vol. 56(6), pages 1371-95, November.
    3. Richard Blundell & Steve Bond, 1995. "Initial conditions and moment restrictions in dynamic panel data models," IFS Working Papers W95/17, Institute for Fiscal Studies.
    4. Ahn, Seung C. & Schmidt, Peter, 1995. "Efficient estimation of models for dynamic panel data," Journal of Econometrics, Elsevier, vol. 68(1), pages 5-27, July.
    5. Hahn, Jinyong, 1997. "Efficient estimation of panel data models with sequential moment restrictions," Journal of Econometrics, Elsevier, vol. 79(1), pages 1-21, July.
    6. Newey, Whitney K, 1990. "Semiparametric Efficiency Bounds," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 5(2), pages 99-135, April-Jun.
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