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Citations for "The weak instrument problem of the system GMM estimator in dynamic panel data models"

by Maurice J. G. Bun & Frank Windmeijer

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  1. Ziesemer, Thomas, 2011. "Country terms of trade: Trends, unit roots, over-differencing, endogeneity, time dummies, and heterogeneity," MERIT Working Papers 065, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT).
  2. Brülhart, Marius & Mathys, Nicole A., 2008. "Sectoral agglomeration economies in a panel of European regions," Regional Science and Urban Economics, Elsevier, vol. 38(4), pages 348-362, July.
  3. d’Aiglepierre, Rohen & Wagner, Laurent, 2013. "Aid and Universal Primary Education," Economics of Education Review, Elsevier, vol. 37(C), pages 95-112.
  4. De Wachter, Stefan & Tzavalis, Elias, 2012. "Detection of structural breaks in linear dynamic panel data models," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3020-3034.
  5. Ashraf, Ayesha & Herzer, Dierk & Nunnenkamp, Peter, 2014. "The Effects of Greenfield FDI and Cross-border M&As on Total Factor Productivity," MPRA Paper 65060, University Library of Munich, Germany, revised 17 Mar 2015.
  6. Tatiana Cesaroni & Roberta De Santis, 2015. "Current account “Core-periphery dualism” in the EMU," LEQS – LSE 'Europe in Question' Discussion Paper Series 90, European Institute, LSE.
  7. Rao, B.Bhaskara & Hassan, Gazi, 2009. "A panel data analysis of the growth effects of remittances," MPRA Paper 18021, University Library of Munich, Germany.
  8. Haddad, Mona & Lim, Jamus Jerome & Pancaro, Cosimo & Saborowski, Christian, 2012. "Trade openness reduces growth volatility when countries are well diversified," Working Paper Series 1491, European Central Bank.
  9. Ilse Ruyssen & Gerdie Everaert & Glenn Rayp, 2014. "Determinants and dynamics of migration to OECD countries in a three-dimensional panel framework," Empirical Economics, Springer, vol. 46(1), pages 175-197, February.
  10. Wiji Arulampalam & Michael P Devereux & Giorgia Maffini, 2007. "The Direct Incidence of Corporate Income Tax on Wages," Working Papers 0707, Oxford University Centre for Business Taxation.
  11. Brülhart, Marius & Sbergami, Federica, 2008. "Agglomeration and Growth: Cross-Country Evidence," CEPR Discussion Papers 6941, C.E.P.R. Discussion Papers.
  12. Hayakawa, Kazuhiko & Pesaran, M. Hashem, 2012. "Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Data Models," IZA Discussion Papers 6583, Institute for the Study of Labor (IZA).
  13. Dierk Herzery & Holger Strulik & Sebastian Vollmer, 2010. "The Long-run Determinants of Fertility: One Century of Demographic Change 1900-1999," PGDA Working Papers 6310, Program on the Global Demography of Aging.
  14. Vlaicu, Razvan & Verhoeven, Marijn & Grigoli, Francesco & Mills, Zachary, 2014. "Multiyear budgets and fiscal performance: Panel data evidence," Journal of Public Economics, Elsevier, vol. 111(C), pages 79-95.
  15. Hayakawa, Kazuhiko & Pesaran, M. Hashem, 2015. "Robust standard errors in transformed likelihood estimation of dynamic panel data models with cross-sectional heteroskedasticity," Journal of Econometrics, Elsevier, vol. 188(1), pages 111-134.
  16. Arturas Juodis, 2013. "First Difference Transformation in Panel VAR models: Robustness, Estimation and Inference," UvA-Econometrics Working Papers 13-06, Universiteit van Amsterdam, Dept. of Econometrics.
  17. Vincenzo Bove & Leandro Elia, 2011. "Supplying peace: Participation in and troop contribution to peacekeeping missions," Journal of Peace Research, Peace Research Institute Oslo, vol. 48(6), pages 699-714, November.
  18. Ziesemer, Thomas, 2008. "Worker remittances and government behaviour in the receiving countries," MERIT Working Papers 029, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT).
  19. Hasan, Iftekhar & De Renzis, Tania & Schmiedel, Heiko, 2013. "Retail payments and the real economy," Working Paper Series 1572, European Central Bank.
  20. Furukawa, Mitsuaki, 2014. "Aid Fragmentation and Effectiveness for Infant and Child Mortality and Primary School Completion," Working Papers 83, JICA Research Institute.
  21. Augustin Kwasi Fosu & Yoseph Getachew & Thomas H.W. Ziesemer, 2014. "Optimal Public Investment, Growth, and Consumption: Fresh Evidence from African Countries," Working Papers 201464, University of Pretoria, Department of Economics.
  22. Sungil Kwak & Stephen C. Smith, 2013. "Regional Agricultural Endowments and Shifts of Poverty Trap Equilibria: Evidence from Ethiopian Panel Data," Journal of Development Studies, Taylor & Francis Journals, vol. 49(7), pages 955-975, July.
  23. Maurice J.G. Bun & Sarafidis, V., 2013. "Dynamic Panel Data Models," UvA-Econometrics Working Papers 13-01, Universiteit van Amsterdam, Dept. of Econometrics.
  24. Kripfganz, Sebastian & Schwarz, Claudia, 2013. "Estimation of linear dynamic panel data models with time-invariant regressors," Discussion Papers 25/2013, Deutsche Bundesbank, Research Centre.
  25. Herzer, Dierk, 2013. "Cross-Country Heterogeneity and the Trade-Income Relationship," World Development, Elsevier, vol. 44(C), pages 194-211.
  26. Stefan Sperlich & Yvonne Sperlich, 2012. "Growth and Convergence in South–South Integration Areas: Empirical Evidence," Research Papers by the Institute of Economics and Econometrics, Geneva School of Economics and Management, University of Geneva 12032, Institut d'Economie et Econométrie, Université de Genève.
  27. Gebregziabher, Fiseha & Nino-Zarazua, Miguel, 2014. "Social spending and aggregate welfare in developing and transition economies," Working Paper Series UNU-WIDER Research Paper , World Institute for Development Economic Research (UNU-WIDER).
  28. Daher, Hassan & Masih, A.Mansur M. & Ibrahim, Mansor H., 2014. "Islamic Banks’ Capital Buffers: Unique Risk Exposures and the Disciplining Effects of Charter Values," MPRA Paper 56947, University Library of Munich, Germany.
  29. Georgiadis, Georgios & Gräb, Johannes, 2013. "Growth, real exchange rates and trade protectionism since the financial crisis," Working Paper Series 1618, European Central Bank.
  30. Tadesse WODAJO, Tadesse & Dawit SENBET, Dawit, 2013. "Distributions Of Public And Private Manufacturing Firms And Determinants Of Productivity In Ethiopia," Regional and Sectoral Economic Studies, Euro-American Association of Economic Development, vol. 13(1).
  31. Ugo Panizza & Andrea Filippo Presbitero, 2013. "Public Debt and Economic Growth in Advanced Economies: A Survey," Mo.Fi.R. Working Papers 78, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences.
  32. Galiani, Sebastian & Knack, Stephen & Xu, Lixin Colin & Zou, Ben, 2014. "The effect of aid on growth : evidence from a quasi-experiment," Policy Research Working Paper Series 6865, The World Bank.
  33. Rudolph , Alexandra & Figge, Lukas, 2015. "How does globalization affect ecological pressures? A robust empirical analysis using the Ecological Footprint," Working Papers 0599, University of Heidelberg, Department of Economics.
  34. Jones, Sam & Tarp, Finn, 2016. "Does foreign aid harm political institutions?," Journal of Development Economics, Elsevier, vol. 118(C), pages 266-281.
  35. Lehkonen, Heikki & Heimonen, Kari, 2015. "Democracy, political risks and stock market performance," Journal of International Money and Finance, Elsevier, vol. 59(C), pages 77-99.
  36. Antonis M. Koumpias & Jorge Martinez-Vazquez & Eduardo Sanz-Arcega, 2015. "Housing Bubbles and Zoning Corruption: Evidence from Greece and Spain," International Center for Public Policy Working Paper Series, at AYSPS, GSU paper1505, International Center for Public Policy, Andrew Young School of Policy Studies, Georgia State University.
  37. Eduardo A. Cavallo & Alberto F. Cavallo, 2008. "Are Crises Good for Long-Term Growth?: The Role of Political Institutions," IDB Publications (Working Papers) 6517, Inter-American Development Bank.
  38. Murtin, Fabrice & Wacziarg, Romain, 2011. "The Democratic Transition," CEPR Discussion Papers 8599, C.E.P.R. Discussion Papers.
  39. Patrick GUILLAUMONT & Laurent WAGNER, 2014. "Aid effectiveness for poverty reduction: lessons from cross-country analyses, with a special focus on vulnerable countries," Working Papers P96, FERDI.
  40. Chiripanhura, Blessing M. & Nino-Zarazua, Miguel, 2014. "Aid, political business cycles and growth in Africa," Working Paper Series UNU-WIDER Research Paper , World Institute for Development Economic Research (UNU-WIDER).
  41. Varvara Isyuk, 2014. "Resuming bank lending in the aftermath of the Capital Purchase Program," Documents de travail du Centre d'Economie de la Sorbonne 14062, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  42. Kaushik Deb & Massimo Filippini, 2013. "Public Bus Transport Demand Elasticities in India," Journal of Transport Economics and Policy, University of Bath, vol. 47(3), pages 419-436, September.
  43. Raffaella SANTOLINI & David BARTOLINI, 2014. "Political institutions behind good governance," Working Papers 405, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
  44. Roach, Travis, 2013. "A dynamic state-level analysis of carbon dioxide emissions in the United States," Energy Policy, Elsevier, vol. 59(C), pages 931-937.
  45. Panizza, Ugo & Presbitero, Andrea F., 2014. "Public debt and economic growth: Is there a causal effect?," Journal of Macroeconomics, Elsevier, vol. 41(C), pages 21-41.
  46. Patrick Guillaumont & Laurent Wagner, 2014. "Aid effectiveness for poverty reduction: lessons from cross-country analyses, with a special focus on vulnerable countries," Post-Print halshs-01112609, HAL.
  47. Angelica Gonzalez, 2007. "Angelica Gonzalez," ESE Discussion Papers 168, Edinburgh School of Economics, University of Edinburgh.
  48. Aderbal Damasceno & Ronald MacDonald & Flávio Vieira, 2010. "The role of institutions in cross-section income and panel data growth models: a deeper investigation on the weakness and proliferation of instruments," Working Papers 2010_04, Business School - Economics, University of Glasgow.
  49. Ziesemer, Thomas, 2012. "The impact of development aid on education and health: Survey and new evidence from dynamic models," MERIT Working Papers 057, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT).
  50. Ludwig Reinhard & Steven Li, 2010. "A note on capital structure target adjustment – Indonesian evidence," International Journal of Managerial Finance, Emerald Group Publishing, vol. 6(3), pages 245-259, July.
  51. Ignace De Vos & Gerdie Everaert & Ilse Ruyssen, 2015. "Bootstrap-based bias correction and inference for dynamic panels with fixed effects," Stata Journal, StataCorp LP, vol. 15(4), pages 986-1018, December.
  52. Bebonchu Atems, 2013. "A Note On The Differential Regional Effects Of Income Inequality: Empirical Evidence Using U.S. County-Level Data," Journal of Regional Science, Wiley Blackwell, vol. 53(4), pages 656-671, October.
  53. Moritz Schularick & Solomos Solomou, 2011. "Tariffs and economic growth in the first era of globalization," Journal of Economic Growth, Springer, vol. 16(1), pages 33-70, March.
  54. Erik Biørn, 2015. "Panel data dynamics with mis-measured variables: modeling and GMM estimation," Empirical Economics, Springer, vol. 48(2), pages 517-535, March.
  55. Zheng, Xinye & Li, Fanghua & Song, Shunfeng & Yu, Yihua, 2013. "Central Government's Infrastructure Investment across Chinese Regions: A Dynamic Spatial Panel Data Approach," MPRA Paper 50407, University Library of Munich, Germany.
  56. Kruiniger, Hugo, 2013. "Quasi ML estimation of the panel AR(1) model with arbitrary initial conditions," Journal of Econometrics, Elsevier, vol. 173(2), pages 175-188.
  57. Edle von Gaessler, Anne & Ziesemer, Thomas, 2015. "Optimal education in times of ageing: The dependency ratio in the Uzawa-Lucas growth model," MERIT Working Papers 020, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT).
  58. Cesaroni, Tatiana & De Santis, Roberta, 2015. "Current Account ‘Core-Periphery Dualism’ in the EMU," CEPS Papers 10317, Centre for European Policy Studies.
  59. Alessia Lo Turco & Daniela Maggioni, 2013. "On the Role of Imports in Enhancing Manufacturing Exports," The World Economy, Wiley Blackwell, vol. 36(1), pages 93-120, 01.
  60. Francisco Javier ESCRIBA & María José MURGUI, 2014. "Time Varying Agglomeration Effects on Total Factor Productivity in Spanish Regions (1995-2008)," Regional and Sectoral Economic Studies, Euro-American Association of Economic Development, vol. 14(2).
  61. Biørn, Erik, 2012. "The Measurement Error Problem in Dynamic Panel Data Analysis: Modeling and GMM Estimation," Memorandum 02/2012, Oslo University, Department of Economics.
  62. RACHDI, Houssem & Hakimi, Abdelaziz & Hamdi, Helmi, 2015. "Financial Liberalization, Banking Crisis and Economic Growth in MENA Region: Do Institutions Matter?," MPRA Paper 64562, University Library of Munich, Germany.
  63. Bussière, Matthieu & Ca' Zorzi, Michele & Chudik, Alexander & Dieppe, Alistair, 2010. "Methodological advances in the assessment of equilibrium exchange rates," Working Paper Series 1151, European Central Bank.
  64. Channing Arndt & Sam Jones & Finn Tarp, 2009. "Aid and Growth: Have We Come Full Circle?," Working Paper Series WIDER Discussion Paper 20, World Institute for Development Economic Research (UNU-WIDER).
  65. Robertson, Donald & Sarafidis, Vasilis & Westerlund, Joakim, 2014. "GMM Unit Root Inference in Generally Trending and Cross-Correlated Dynamic Panels," MPRA Paper 53419, University Library of Munich, Germany.
  66. Biørn, Erik & Han, Xuehui, 2012. "Panel Data Dynamics and Measurement Errors: GMM Bias, IV Validity and Model Fit – A Monte Carlo Study," Memorandum 27/2012, Oslo University, Department of Economics.
  67. Dierk Herzer & Peter Nunnenkamp, 2013. "Inward and outward FDI and income inequality: evidence from Europe," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 149(2), pages 395-422, June.
  68. Braunfels, Elias, 2014. "How do Political and Economic Institutions Affect Each Other?," Discussion Paper Series in Economics 19/2014, Department of Economics, Norwegian School of Economics.
  69. Smets,Lodewijk & Knack,Stephen, 2015. "World Bank policy lending and the quality of public sector governance," Policy Research Working Paper Series 7267, The World Bank.
  70. Gisselquist, Rachel M. & Leiderer, Stefan & Nino-Zarazua, Miguel, 2014. "Ethnic heterogeneity and public goods provision in Zambia: Further evidence of a subnational .diversity dividend," Working Paper Series UNU-WIDER Research Paper , World Institute for Development Economic Research (UNU-WIDER).
  71. Biørn, Erik & Han, Xuehui, 2015. "Persistence, Signal-Noise Pattern and Heterogeneity in Panel Data: With an Application to the Impact of Foreign Direct Investment on GDP," Memorandum 04/2015, Oslo University, Department of Economics.
  72. M A B Siddique & Heru Wibowo & Yanrui Wu, 2014. "Fiscal Decentralisation and Inequality in Indonesia: 1999-2008," Economics Discussion / Working Papers 14-22, The University of Western Australia, Department of Economics.
  73. Bartekova, Eva & Ziesemer, Thomas, 2015. "Impact of electricity prices on foreign direct investment: Evidence from the European Union," MERIT Working Papers 021, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT).
  74. Tripathi, Sabyasachi, 2012. "Large Agglomerations and Economic Growth in Urban India: An Application of Panel Data Model," MPRA Paper 41574, University Library of Munich, Germany.
  75. Sachs, Andreas & Schleer, Frauke, 2013. "Labour market performance in OECD countries: A comprehensive empirical modelling approach of institutional interdependencies," ZEW Discussion Papers 13-040, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
  76. repec:gen:geneem:12302 is not listed on IDEAS
  77. Fløgstad, Cathrin N. & Nordtveit, Ingvild, 2014. "Lending to developing countries: How do official creditors respond to sovereign defaults?," Working Papers in Economics 01/14, University of Bergen, Department of Economics.
  78. Brown, Timothy Tyler, 2014. "How effective are public health departments at preventing mortality?," Economics & Human Biology, Elsevier, vol. 13(C), pages 34-45.
  79. Varvara Isyuk, 2014. "Resuming bank lending in the aftermath of the Capital Purchase Program," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01093414, HAL.
  80. Lundgren, Tommy & Marklund, Per-Olov & Samakovlis, Eva & Zhou, Wenchao, 2013. "Carbon Prices and Incentives for Technological Development," CERE Working Papers 2013:4, CERE - the Center for Environmental and Resource Economics.
  81. Markus Eberhardt & Christian Helmers, 2010. "Untested Assumptions and Data Slicing: A Critical Review of Firm-Level Production Function Estimators," Economics Series Working Papers 513, University of Oxford, Department of Economics.
  82. Ashraf, Ayesha, 2015. "The Effects of Greenfield FDI and Cross-Border M&As on Government Size," MPRA Paper 65061, University Library of Munich, Germany.
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