Accuracy and Efficiency of Various GMM Inference Techniques in Dynamic Micro Panel Data Models
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Hongze Li & FengYun Li & Xinhua Yu, 2018. "China’s Contributions to Global Green Energy and Low-Carbon Development: Empirical Evidence under the Belt and Road Framework," Energies, MDPI, vol. 11(6), pages 1-32, June.
- Boris Ivanovich Alekhin, 2021. "Human Capital and Regional Economic Growth in Russia," Spatial Economics=Prostranstvennaya Ekonomika, Economic Research Institute, Far Eastern Branch, Russian Academy of Sciences (Khabarovsk, Russia), issue 2, pages 57-80.
- Hak Yeung & Jürgen Huber, 2022. "Further Evidence on China’s B&R Impact on Host Countries’ Quality of Institutions," Sustainability, MDPI, vol. 14(9), pages 1-17, May.
- Devdatta Ray & Mikael Linden, 2020. "Health expenditure, longevity, and child mortality: dynamic panel data approach with global data," International Journal of Health Economics and Management, Springer, vol. 20(1), pages 99-119, March.
- Sabaté, Marcela & Fillat, Carmen & Escario, Regina, 2019. "Budget deficits and money creation: Exploring their relation before Bretton Woods," Explorations in Economic History, Elsevier, vol. 72(C), pages 38-56.
- Guschanski, Alexander & Onaran, Özlem, 2017. "The political economy of income distribution: industry level evidence from 14 OECD countries," Greenwich Papers in Political Economy 17518, University of Greenwich, Greenwich Political Economy Research Centre.
- Fritsch, Markus, 2019. "On GMM estimation of linear dynamic panel data models," Passauer Diskussionspapiere, Betriebswirtschaftliche Reihe B-36-19, University of Passau, Faculty of Business and Economics.
- Fernando Duarte & Thomas M. Eisenbach, 2021.
"Fire‐Sale Spillovers and Systemic Risk,"
Journal of Finance, American Finance Association, vol. 76(3), pages 1251-1294, June.
- Fernando M. Duarte & Thomas M. Eisenbach, 2013. "Fire-sale spillovers and systemic risk," Staff Reports 645, Federal Reserve Bank of New York.
- Thomas Eisenbach & Fernando Duarte, 2014. "Fire-Sale Spillovers and Systemic Risk," 2014 Meeting Papers 541, Society for Economic Dynamics.
- Hafezali Iqbal Hussain & Janusz Grabara & Mohd Shahril Ahmad Razimi & Saeed Pahlevan Sharif, 2019. "Sustainability of Leverage Levels in Response to Shocks in Equity Prices: Islamic Finance as a Socially Responsible Investment," Sustainability, MDPI, vol. 11(12), pages 1-16, June.
- Shahriar Kabir & Harry Bloch & Ruhul A Salim, 2018. "Global Financial Crisis And Southeast Asian Trade Performance: Empirical Evidence," Review of Urban & Regional Development Studies, Wiley Blackwell, vol. 30(2), pages 114-144, July.
- Guschanski, Alexander & Onaran, Özlem, 2017. "Why is the wage share falling in emerging economies? Industry level evidence," Greenwich Papers in Political Economy 17536, University of Greenwich, Greenwich Political Economy Research Centre.
- Pua, Andrew Adrian Yu & Fritsch, Markus & Schnurbus, Joachim, 2019. "Large sample properties of an IV estimator based on the Ahn and Schmidt moment conditions," Passauer Diskussionspapiere, Betriebswirtschaftliche Reihe B-37-19, University of Passau, Faculty of Business and Economics.
- Ugur, Mehmet, 2024. "Effects of innovation and markups on employment and labour share in OECD industries," Structural Change and Economic Dynamics, Elsevier, vol. 71(C), pages 221-234.
- Lin, Boqiang & Xu, Bin, 2018. "Growth of industrial CO2 emissions in Shanghai city: Evidence from a dynamic vector autoregression analysis," Energy, Elsevier, vol. 151(C), pages 167-177.
- Hak Yeung & Jürgen Huber, 2023. "China’s Belt and Road Initiative and Life Expectancy in Host Countries: Empirical Analysis," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 29(4), pages 225-242, November.
- Pua, Andrew Adrian Yu & Fritsch, Markus & Schnurbus, Joachim, 2019. "Practical aspects of using quadratic moment conditions in linear dynamic panel data models," Passauer Diskussionspapiere, Betriebswirtschaftliche Reihe B-38-19, University of Passau, Faculty of Business and Economics.
- Li, Hongchang & Strauss, Jack & Shunxiang, Hu & Lui, Lu, 2018. "Do high-speed railways lead to urban economic growth in China? A panel data study of China’s cities," The Quarterly Review of Economics and Finance, Elsevier, vol. 69(C), pages 70-89.
- Kiviet, Jan F. & Kripfganz, Sebastian, 2021. "Instrument approval by the Sargan test and its consequences for coefficient estimation," Economics Letters, Elsevier, vol. 205(C).
- Yeung, Hak & Huber, Jürgen, 2024. "Has China's belt and road initiative positively impacted the economic complexity of host countries? Empirical evidence," Structural Change and Economic Dynamics, Elsevier, vol. 69(C), pages 246-258.
- Haddou, Samira, 2022. "International financial stress spillovers to bank lending: Do internal characteristics matter?," International Review of Financial Analysis, Elsevier, vol. 83(C).
- Uka, Fitim & Gunzenhauser, Catherine & Larsen, Ross A. & von Suchodoletz, Antje, 2019. "Exploring a bidirectional model of executive functions and fluid intelligence across early development," Intelligence, Elsevier, vol. 75(C), pages 111-121.
- Lorena Skuflic & Filip Novinc, 2026. "Unit Labour Cost as an Indicator of Competitiveness: Theoretical Perspectives on Reconciling Methodological Challenges," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 1, pages 79-97.
- Shahriar Kabir & Ruhul Salim, 2016. "Can A Common Currency Induce Intra-Regional Trade? The Southeast Asian Perspective," Review of Urban & Regional Development Studies, Wiley Blackwell, vol. 28(3), pages 218-234, November.
- Kiviet, Jan F., 2020.
"Microeconometric dynamic panel data methods: Model specification and selection issues,"
Econometrics and Statistics, Elsevier, vol. 13(C), pages 16-45.
- Kiviet, Jan, 2019. "Microeconometric Dynamic Panel Data Methods: Model Specification and Selection Issues," MPRA Paper 93147, University Library of Munich, Germany.
- Finn Tarp & Sam Jones & Felix Schilling, 2021. "Doing business while holding public office: Evidence from Mozambique’s firm registry," DERG working paper series 21-08, University of Copenhagen. Department of Economics. Development Economics Research Group (DERG).
- Breitung, Jörg & Kripfganz, Sebastian & Hayakawa, Kazuhiko, 2022. "Bias-corrected method of moments estimators for dynamic panel data models," Econometrics and Statistics, Elsevier, vol. 24(C), pages 116-132.
Printed from https://ideas.repec.org/r/ces/ceswps/_5189.html