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GMM Bootstrapping and Testing in Dynamic Panels

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Author Info
Bergström, Pål (Trade and Capital Markets)
Dahlberg, Matz () (Department of Economics)
Johansson, Eva () (Department of Economics)

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Abstract

Two different bootstrap approaches for GMM estimation have recently been suggested for use in dynamic panel data models (Brown & Newey (1995) and Hall & Horowitz (1996)) In this paper we compare the small sample properties of these estimators, suggest how sequential testing can be conducted within the GMM bootstrapping framework, and investigate the performance in a sequence of tests where we seek to find the correct lag length of a dynamic model. This comparison is carried out by means of Monte Carlo experiments. Our findings are that i) the Brown and Newey method has superior size properties, but cannot be used in a sequence of tests without modifications, and that ii) the Hall and Horowitz method works better than the usual asymptotic tests in a sequence of tests.

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Publisher Info
Paper provided by Uppsala University, Department of Economics in its series Working Paper Series with number 1997:10.

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Length: 25 pages
Date of creation: 15 Apr 1997
Date of revision:
Handle: RePEc:hhs:uunewp:1997_010

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Postal: Department of Economics, Uppsala University, P. O. Box 513, SE-751 20 Uppsala, Sweden
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Fax: + 46 18 471 14 78
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Web page: http://www.nek.uu.se/
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Related research
Keywords: GMM; bootrapping; sequential tests; panel data;

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Find related papers by JEL classification:
C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - Hypothesis Testing
C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - Statistical Simulation Methods

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  1. Griet Malengier & Lorenzo Pozzi, 2005. "Examining Ricardian Equivalence by estimating and bootstrapping a nonlinear dynamic panel model," Money Macro and Finance (MMF) Research Group Conference 2005 61, Money Macro and Finance Research Group. [Downloadable!]
  2. Bergström, Pål & Lindberg, Sara, 1998. "Firms' Financial Policy and Labour Demand: Theory and Evidence," Working Paper Series 1998:18, Uppsala University, Department of Economics. [Downloadable!]
  3. G. Malengier & L. Pozzi, 2004. "Examining Ricardian Equivalence by estimating and bootstrapping a nonlinear dynamic panel model," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 04/274, Ghent University, Faculty of Economics and Business Administration. [Downloadable!]
  4. Joachim Inkmann, 2000. "Finite Sample Properties of One-Step, Two-Step and Bootstrap Empirical Likelihood Approaches to Efficient GMM Estimation," Econometric Society World Congress 2000 Contributed Papers 0332, Econometric Society. [Downloadable!]
    Other versions:
  5. Dahlberg, Matz & Forslund, Anders, 1999. "Direct displacement effects of labour market programmes: the case of Sweden," Working Paper Series 1999:7, IFAU - Institute for Labour Market Policy Evaluation. [Downloadable!]
    Other versions:
  6. Matz Dahlberg & Eva Johansson, 2000. "An examination of the dynamic behaviour of local governments using GMM bootstrapping methods," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 15(4), pages 401-416. [Downloadable!]
    Other versions:
  7. Bergström, Pål, 1999. "Bootstrap Methods and Applications in Econometrics - A Brief Survey," Working Paper Series 1999:2, Uppsala University, Department of Economics. [Downloadable!]
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