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Finite Sample Inference for GMM Estimators in Linear Panel Data Models

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Cited by:

  1. Jugnu Ansari & Ashima Goyal, 2014. "Bank Competition, Managerial Efficiency and the Interest Rate Pass-Through in India," Contemporary Studies in Economic and Financial Analysis, in: Risk Management Post Financial Crisis: A Period of Monetary Easing, volume 96, pages 317-339, Emerald Group Publishing Limited.
  2. M. Lopreite, 2012. "Securitization and monetary transmission mechanism: evidence from italy (1999-2009)," Economics Department Working Papers 2012-EP04, Department of Economics, Parma University (Italy).
  3. Wiem Ben Jabra & Zouheir Mighri & Faysal Mansouri, 2017. "Determinants of European bank risk during financial crisis," Cogent Economics & Finance, Taylor & Francis Journals, vol. 5(1), pages 1298420-129, January.
  4. Castro, Vítor, 2013. "Macroeconomic determinants of the credit risk in the banking system: The case of the GIPSI," Economic Modelling, Elsevier, vol. 31(C), pages 672-683.
  5. Costantini, Valeria & Mazzanti, Massimiliano, 2012. "On the green and innovative side of trade competitiveness? The impact of environmental policies and innovation on EU exports," Research Policy, Elsevier, vol. 41(1), pages 132-153.
  6. repec:zbw:rwidps:0028 is not listed on IDEAS
  7. Seung C. Ahn & Gareth M. Thomas, 2023. "Likelihood-based inference for dynamic panel data models," Empirical Economics, Springer, vol. 64(6), pages 2859-2909, June.
  8. Francis Teal & Simon Baptist, 2008. "Why do South Korean firms produce so much more output per worker than Ghanaian ones?," Economics Series Working Papers WPS/2008-10, University of Oxford, Department of Economics.
  9. Stefan De Wachter & Richard D.F. Harris & Elias Tzavalis, 2005. "Panel Data Unit Roots Tests: The Role of Serial Correlation and the Time Dimension," Working Papers 550, Queen Mary University of London, School of Economics and Finance.
  10. Kruiniger, Hugo, 2009. "Gmm Estimation And Inference In Dynamic Panel Data Models With Persistent Data," Econometric Theory, Cambridge University Press, vol. 25(5), pages 1348-1391, October.
  11. Gareth M. Thomas & Seung C. Ahn, 2004. "Likelihood Based Inference for amic Panel Data Models," Econometric Society 2004 Far Eastern Meetings 669, Econometric Society.
  12. Agustín Molina†Parra & Diego Martínez†López, 2018. "Do Federal Deficits Motivate Regional Fiscal (Im)Balances? Evidence For The Spanish Case," Journal of Regional Science, Wiley Blackwell, vol. 58(1), pages 224-258, January.
  13. Ridwan Lanre Ibrahim & Usama Al-Mulali & Kazeem Bello Ajide & Abubakar Mohammed & Mamdouh Abdulaziz Saleh Al-Faryan, 2023. "The Implications of Food Security on Sustainability: Do Trade Facilitation, Population Growth, and Institutional Quality Make or Mar the Target for SSA?," Sustainability, MDPI, vol. 15(3), pages 1-23, January.
  14. Marcus Tamm & Harald Tauchmann & Stefan Greß & Jürgen Wasem, 2005. "Price Elasticities and Social Health Insurance Choice in Germany: A Dynamic Panel Data Approach," RWI Discussion Papers 0028, Rheinisch-Westfälisches Institut für Wirtschaftsforschung.
  15. Reinhard Hujer & Uwe Blien & Marco Caliendo & Christopher Zeiss, 2006. "Macroeconometric Evaluation of Active Labour Market Policies in Germany. A Dynamic Panel Approach Using Regional Data," AIEL Series in Labour Economics, in: Floro Ernesto Caroleo & Sergio Destefanis (ed.), The European Labour Market. Regional Dimensions, edition 1, chapter 14, pages 287-309, AIEL - Associazione Italiana Economisti del Lavoro.
  16. Freddy Heylen & Lorenzo Pozzi, 2007. "Crises and human capital accumulation," Canadian Journal of Economics, Canadian Economics Association, vol. 40(4), pages 1261-1285, November.
  17. Costantini, Valeria & Liberati, Paolo, 2014. "Technology transfer, institutions and development," Technological Forecasting and Social Change, Elsevier, vol. 88(C), pages 26-48.
  18. Armand Viljoen & Andrea Saayman & Melville Saayman, 2019. "Determinants influencing inbound arrivals to Africa," Tourism Economics, , vol. 25(6), pages 856-883, September.
  19. Francis Teal & Måns Söderbom, 2002. "Size and Efficiency in African Manufacturing Firms: Evidence from Firm-Level Panel Data," Economics Series Working Papers WPS/2002-07, University of Oxford, Department of Economics.
  20. Lin, Karen Lai Kai, 2020. "The Cyclical Patterns of Capital Buffers: Evidence from Japanese Banks," Hitotsubashi Journal of commerce and management, Hitotsubashi University, vol. 53(1), pages 49-68, February.
  21. Hujer, Reinhard & Zeiss, Christopher, 2006. "Macroeconomic Effects of Short-Term Training Measures on the Matching Process in Western Germany," IZA Discussion Papers 2489, Institute of Labor Economics (IZA).
  22. Barbara ERMINI, 2008. "Oltre Gibrat. Capitale umano dei fondatori, endogeneita' del finanziamento pubblico e crescita delle giovani imprese hi-tech italiane," Working Papers 322, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
  23. Thorsten Beck, 2009. "The Econometrics of Finance and Growth," Palgrave Macmillan Books, in: Terence C. Mills & Kerry Patterson (ed.), Palgrave Handbook of Econometrics, chapter 25, pages 1180-1209, Palgrave Macmillan.
  24. M. E. Bontempi & I. Mammi, 2012. "A strategy to reduce the count of moment conditions in panel data GMM," Working Papers wp843, Dipartimento Scienze Economiche, Universita' di Bologna.
  25. Nguyen, Minh Hong & Trinh, Vu Quang, 2023. "U.K. economic policy uncertainty and innovation activities: A firm-level analysis," Journal of Economics and Business, Elsevier, vol. 123(C).
  26. Arne Bigsten & Paul Collier & Stefan Dercon & Marcel Fafchamps & Bernard Gauthier & Jan Willem Gunning & Abena Oduro & Remco Oostendorp & Catherine Pattillo & Måns Soderbom & Francis Teal & Albert Zeu, 2004. "Do African Manufacturing Firms Learn from Exporting?," Journal of Development Studies, Taylor & Francis Journals, vol. 40(3), pages 115-141.
  27. Iram A. Khan, 2003. "Impact of Privatisation on Employment and Output in Pakistan," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 42(4), pages 513-536.
  28. Gerti Shijaku, 2017. "How Does Competition Affect Bank Stability After the Global Crises in the Case of the Albanian Banking System?," South-Eastern Europe Journal of Economics, Association of Economic Universities of South and Eastern Europe and the Black Sea Region, vol. 15(2), pages 175-208.
  29. Maja Nikšić Radić, 2018. "Terrorism as a Determinant of Attracting FDI in Tourism: Panel Analysis," Sustainability, MDPI, vol. 10(12), pages 1-17, December.
  30. Ullah, Atta & Pinglu, Chen & Ullah, Saif & Qaisar, Zahid Hussain & Qian, Ningyu, 2022. "The dynamic nexus of E-Government, and sustainable development: Moderating role of multi-dimensional regional integration index in Belt and Road partner countries," Technology in Society, Elsevier, vol. 68(C).
  31. Soderbom, Mans & Teal, Francis, 2004. "Size and efficiency in African manufacturing firms: evidence from firm-level panel data," Journal of Development Economics, Elsevier, vol. 73(1), pages 369-394, February.
  32. Cheung, W.K. Adrian & Wei, K.C. John, 2006. "Insider ownership and corporate performance: Evidence from the adjustment cost approach," Journal of Corporate Finance, Elsevier, vol. 12(5), pages 906-925, December.
  33. Louzis, Dimitrios P. & Vouldis, Angelos T. & Metaxas, Vasilios L., 2012. "Macroeconomic and bank-specific determinants of non-performing loans in Greece: A comparative study of mortgage, business and consumer loan portfolios," Journal of Banking & Finance, Elsevier, vol. 36(4), pages 1012-1027.
  34. Francis Teal & Måns Söderbom, 2001. "Trade and Human Capital as Determinants of Growth," Economics Series Working Papers WPS/2001-10, University of Oxford, Department of Economics.
  35. Valeria Costantini & Francesco Crespi, 2015. "European enlargement policy, technological capabilities and sectoral export dynamics," The Journal of Technology Transfer, Springer, vol. 40(1), pages 25-69, February.
  36. Stefan De Wachter & Richard D.F. Harris & Elias Tzavalis, 2005. "Panel Data Unit Roots Tests: The Role of Serial Correlation and the Time Dimension," Working Papers 550, Queen Mary University of London, School of Economics and Finance.
  37. Angelica Gonzalez, 2007. "Empirical Likelihood: Improved Inference within Dynamic Panel Data Models," Edinburgh School of Economics Discussion Paper Series 154, Edinburgh School of Economics, University of Edinburgh.
  38. Greß, Stefan & Tamm, Marcus & Tauchmann, Harald & Wasem, Jürgen, 2005. "Price Elasticities and Social Health Insurance Choice in Germany: A Dynamic Panel Data Approach," RWI Discussion Papers 28, RWI - Leibniz-Institut für Wirtschaftsforschung.
  39. Zhen Ma, 2017. "The effects of increases in cigarette prices on cigarette consumption among smokers after the Master Settlement Agreement," Review of Economics of the Household, Springer, vol. 15(4), pages 1177-1190, December.
  40. L. Pozzi & F. Heylen & M. Dossche, 2002. "Government debt and the excess sensitivity of private consumption to current income: an empirical analysis for OECD countries," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 02/155, Ghent University, Faculty of Economics and Business Administration.
  41. Igor Petruška & Eva Litavcová & Jana Chovancová, 2022. "Impact of Renewable Energy Sources and Nuclear Energy on CO 2 Emissions Reductions—The Case of the EU Countries," Energies, MDPI, vol. 15(24), pages 1-23, December.
  42. Lorenzo Pozzi & Griet Malengier, 2007. "Certainty Equivalence and the Excess Sensitivity of Private Consumption," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 39(7), pages 1839-1848, October.
  43. F. Heylen & L. Pozzi & J. Vandewege, 2004. "Inflation crises, human capital formation and growth," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 04/260, Ghent University, Faculty of Economics and Business Administration.
  44. Oksanen, Olli-Pekka, 2006. "Are Foreign Investments Replacing Domestic Investments? - Evidence from Finnish Manufacturing," Discussion Papers 1001, The Research Institute of the Finnish Economy.
  45. Joaquim Ramalho, 2005. "Feasible bias-corrected OLS, within-groups, and first-differences estimators for typical micro and macro AR(1) panel data models," Empirical Economics, Springer, vol. 30(3), pages 735-748, October.
  46. Pal, Rupayan & Rathore, Udayan, 2016. "Estimating workers’ bargaining power and firms’ markup in India: Implications of reforms and labour regulations," Journal of Policy Modeling, Elsevier, vol. 38(6), pages 1118-1135.
  47. Lin, Karen Lai Kai & Konishi, Masaru, 2013. "Capital requirements, bank behavior and fair value accounting: Evidence from Japanese commercial banks," Working Paper Series G-1-6, Hitotsubashi University Center for Financial Research.
  48. Gabriel A. Picone & Frank Sloan & Justin G. Trogdon, 2004. "The effect of the tobacco settlement and smoking bans on alcohol consumption," Health Economics, John Wiley & Sons, Ltd., vol. 13(10), pages 1063-1080, October.
  49. Marco Botta & Luca Vittorio Angelo Colombo, 2022. "Non‐linear capital structure dynamics," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 49(9-10), pages 1897-1928, October.
  50. Kruiniger, Hugo, 2009. "Gmm Estimation And Inference In Dynamic Panel Data Models With Persistent Data," Econometric Theory, Cambridge University Press, vol. 25(5), pages 1348-1391, October.
  51. Samaresh Bardhan & Vivekananda Mukherjee, 2016. "Bank-specific determinants of nonperforming assets of Indian banks," International Economics and Economic Policy, Springer, vol. 13(3), pages 483-498, July.
  52. Ahmad, Nisar & Aghdam, Reza FathollahZadeh & Butt, Irfan & Naveed, Amjad, 2020. "Citation-based systematic literature review of energy-growth nexus: An overview of the field and content analysis of the top 50 influential papers," Energy Economics, Elsevier, vol. 86(C).
  53. Boriana Yontcheva & Mrs. Nadia Masud, 2005. "Does Foreign Aid Reduce Poverty? Empirical Evidence from Nongovernmental and Bilateral Aid," IMF Working Papers 2005/100, International Monetary Fund.
  54. Francis Teal & Måns Söderbom, 2001. "Firm size and human capital as determinants of productivity and earnings," Economics Series Working Papers WPS/2001-09, University of Oxford, Department of Economics.
  55. Umut Oguzoglu & Thanasis Stengos, 2011. "Can Dynamic Panel Data Explain the Finance-Growth Link? An Empirical Likelihood Approach," Review of Economic Analysis, Digital Initiatives at the University of Waterloo Library, vol. 3(2), pages 129-148, October.
  56. Hujer, Reinhard & Zeiss, Christopher, 2003. "Macroeconomic Impacts of ALMP on the Matching Process in West Germany," IZA Discussion Papers 915, Institute of Labor Economics (IZA).
  57. Måns Söderbom & Francis Teal, 2001. "Are African Manufacturing Firms Really Inefficient? Evidence from Firm-Level Panel Data," Economics Series Working Papers WPS/2001-14, University of Oxford, Department of Economics.
  58. Imène Guetat, 2016. "Economic growth, government size and political instability," Post-Print hal-04097904, HAL.
  59. Gamze Öztürk DANIŞMAN, 2018. "Determinants of Bank Stability: A Financial Statement Analysis of Turkish Banks," Sosyoekonomi Journal, Sosyoekonomi Society, issue 26(38).
  60. Angelica Gonzalez, 2007. "Angelica Gonzalez," Edinburgh School of Economics Discussion Paper Series 168, Edinburgh School of Economics, University of Edinburgh.
  61. Shijaku, Gerti, 2016. "Does Primary Sovereignty Risk Matter for Bank Fragility? Evidence from Albanian Banking System," MPRA Paper 79097, University Library of Munich, Germany.
  62. Kalchev, Georgi, 2006. "The Demand for Directors’ and Officers’ Liability Insurance by US Public Companies," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, pages 351-360.
  63. Arne Bigsten & Paul Collier & Stefan Dercon & Marcel Fafchamps & Bernard Gauthier & Jan Willem Gunning & Abena Oduro & Remco Oostendorp & Catherine Pattillo & Måns Soderbom & Francis Teal & Albert Zeu, 2004. "Do African Manufacturing Firms Learn from Exporting?," Journal of Development Studies, Taylor & Francis Journals, vol. 40(3), pages 115-141.
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