Moment Conditions and Neglected Endogeneity in Panel Data Models
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- Laura Magazzini & Giorgio Calzolari, 2012. "Identification of linear panel data models when instruments are not available," Working Papers 06/2012, University of Verona, Department of Economics.
- Giorgio Calzolari & Laura Magazzini, 2013. "A powerful test of mean stationarity in dynamic models for panel data: Monte Carlo evidence," Working Papers 14/2013, University of Verona, Department of Economics.
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Keywordspanel data; dynamic model; GMM estimation; endogeneity;
- C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
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