A Note on the Theme of Too Many Instruments
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- David Roodman, 2009. "A Note on the Theme of Too Many Instruments," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 71(1), pages 135-158, February.
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More about this item
Keywords
dynamic panel estimation; difference GMM; system GMM; Stata; Arellano-Bond; Blundell-Bond; generalized method of moments; autocorrelation; finance and growth; inequality and growth;All these keywords.
JEL classification:
- C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
- G0 - Financial Economics - - General
- O40 - Economic Development, Innovation, Technological Change, and Growth - - Economic Growth and Aggregate Productivity - - - General
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2007-08-27 (Econometrics)
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