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GMM estimation in panel data models with measurement error

  • Wansbeek, Tom
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    File URL: http://www.sciencedirect.com/science/article/B6VC0-43SV6RV-3/2/811ac25356f93c92c9a0d1445f31dce9
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    Article provided by Elsevier in its journal Journal of Econometrics.

    Volume (Year): 104 (2001)
    Issue (Month): 2 (September)
    Pages: 259-268

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    Handle: RePEc:eee:econom:v:104:y:2001:i:2:p:259-268
    Contact details of provider: Web page: http://www.elsevier.com/locate/jeconom

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    1. Zvi Griliches & Jerry A. Hausman, 1984. "Errors in Variables in Panel Data," NBER Technical Working Papers 0037, National Bureau of Economic Research, Inc.
    2. Tobin, James, 1969. "A General Equilibrium Approach to Monetary Theory," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 1(1), pages 15-29, February.
    3. Nelson, C. & Startz, R., 1988. "The Distribution Of The Instrumental Variables Estimator And Its T-Ratio When The Instrument Is A Poor One," Discussion Papers in Economics at the University of Washington 88-07, Department of Economics at the University of Washington.
    4. Steven Fazzari & R. Glenn Hubbard & Bruce C. Petersen, 1987. "Financing Constraints and Corporate Investment," NBER Working Papers 2387, National Bureau of Economic Research, Inc.
    5. Blundell, Richard & Bond, Stephen & Devereux, Michael & Schiantarelli, Fabio, 1992. "Investment and Tobin's Q: Evidence from company panel data," Journal of Econometrics, Elsevier, vol. 51(1-2), pages 233-257.
    6. Bekker, Paul A, 1994. "Alternative Approximations to the Distributions of Instrumental Variable Estimators," Econometrica, Econometric Society, vol. 62(3), pages 657-81, May.
    7. anonymous, 1992. "Comment requested," Federal Reserve Bulletin, Board of Governors of the Federal Reserve System (U.S.), issue Feb, pages 126.
    8. Meijer, E. & Wansbeek, T., 2000. "Measurement error in a single regressor," Research Report 00F14, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
    9. Jason G. Cummins & Kevin A. Hassett & R. Glenn Hubbard, 1994. "A Reconsideration of Investment Behavior Using Tax Reforms as Natural Experiments," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 25(2), pages 1-74.
    10. Breusch, Trevor & Qian, Hailong & Schmidt, Peter & Wyhowski, Donald, 1999. "Redundancy of moment conditions," Journal of Econometrics, Elsevier, vol. 91(1), pages 89-111, July.
    11. Duncan, Greg J & Hill, Daniel H, 1989. "Assessing the Quality of Household Panel Data: The Case of the Panel Study of Income Dynamics," Journal of Business & Economic Statistics, American Statistical Association, vol. 7(4), pages 441-52, October.
    12. John Bound & Alan B. Krueger, 1989. "The Extent of Measurement Error In Longitudinal Earnings Data: Do Two Wrongs Make A Right?," NBER Working Papers 2885, National Bureau of Economic Research, Inc.
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