A powerful test of mean stationarity in dynamic models for panel data: Monte Carlo evidence
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Giorgio Calzolari & Laura Magazzini, 2014. "Improving GMM efficiency in dynamic models for panel data with mean stationarity," Working Papers 12/2014, University of Verona, Department of Economics.
- Tue Gorgens & Chirok Han & Sen Xue, 2016. "Asymptotic distributions of the quadratic GMM estimator in linear dynamic panel data models," ANU Working Papers in Economics and Econometrics 2016-635, Australian National University, College of Business and Economics, School of Economics.
- Tue Gorgens & Chirok Han & Sen Xue, 2016. "Moment restrictions and identification in linear dynamic panel data models," ANU Working Papers in Economics and Econometrics 2016-633, Australian National University, College of Business and Economics, School of Economics.
More about this item
Keywordspanel data; dynamic model; GMM estimation; test of overidentifying restrictions;
- C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2013-09-06 (All new papers)
- NEP-ECM-2013-09-06 (Econometrics)
- NEP-ETS-2013-09-06 (Econometric Time Series)
- NEP-ORE-2013-09-06 (Operations Research)
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