Moment Conditions and Neglected Endogeneity in Panel Data Models
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- 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.
More about this item
Keywordspanel data; dynamic model; GMM estimation; endogeneity;
- C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ECM-2011-02-12 (Econometrics)
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