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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. repec:gen:geneem:12302 is not listed on IDEAS
  2. Rohen D'Aiglepierre & Laurent Wagner, 2011. "Aid and Universal Primary Education," Working Papers halshs-00552241, HAL.
  3. Arulampalam, Wiji & Devereux, Michael P. & Maffini, Giorgia, 2010. "The Direct Incidence of Corporate Income Tax on Wages," IZA Discussion Papers 5293, Institute for the Study of Labor (IZA).
  4. 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.
  5. Fabrice Murtin & Romain Wacziarg, 2014. "The democratic transition," Journal of Economic Growth, Springer, vol. 19(2), pages 141-181, June.
  6. Seo, Myung Hwan & Shin, Yongcheol, 2016. "Dynamic panels with threshold effect and endogeneity," Journal of Econometrics, Elsevier, vol. 195(2), pages 169-186.
  7. Tony Addison & Miguel Niño‐Zarazúa & Finn Tarp & Blessing Chiripanhura & Miguel Niño‐Zarazúa, 2015. "Aid, Political Business Cycles and Growth in Africa," Journal of International Development, John Wiley & Sons, Ltd., vol. 27(8), pages 1387-1421, November.
  8. Vincenzo Bove & Leandra Elia, 2010. "Supply-Side Peacekeeping: Theories and New Evidence from a Panel Data Analysis," Birkbeck Working Papers in Economics and Finance 1004, Birkbeck, Department of Economics, Mathematics & Statistics.
  9. 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.
  10. Jones Sam & Tarp Finn, 2015. "Does foreign aid harm political institutions?," WIDER Working Paper Series 094, World Institute for Development Economic Research (UNU-WIDER).
  11. Ketenci, Natalya, 2014. "Capital mobility in the panel GMM framework: Evidence from EU members," MPRA Paper 59014, University Library of Munich, Germany.
  12. Cesaroni, Tatiana & De Santis, Roberta, 2015. "Current Account ‘Core-Periphery Dualism’ in the EMU," CEPS Papers 10317, Centre for European Policy Studies.
  13. Brown, Timothy Tyler, 2014. "How effective are public health departments at preventing mortality?," Economics & Human Biology, Elsevier, vol. 13(C), pages 34-45.
  14. 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.
  15. 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.
  16. Kazuhiko Hayakawa & M. Hashem Pesaran, 2012. "Robust Standard Errors in Transformed Likelihood Estimation of Dynamic Panel Data Models," Working Paper Series 38_12, The Rimini Centre for Economic Analysis.
  17. Roberta De Santis & Tatiana Cesaroni, 2016. "Current Account ‘Core–Periphery Dualism’ in the EMU," The World Economy, Wiley Blackwell, vol. 39(10), pages 1514-1538, October.
  18. 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.
  19. Barra, Cristian & Zotti, Roberto, 2016. "Investigating the impact of national income on environmental pollution. International evidence," MPRA Paper 74149, University Library of Munich, Germany.
  20. Zheng, Xinye & Li, Fanghua & Song, Shunfeng & Yu, Yihua, 2013. "Central government's infrastructure investment across Chinese regions: A dynamic spatial panel data approach," China Economic Review, Elsevier, vol. 27(C), pages 264-276.
  21. Kwasi Fosu A. & Getachew Y.Y. & Ziesemer T.H.W., 2014. "Optimal public investment, growth, and consumption: Fresh evidence from African countries," MERIT Working Papers 057, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT).
  22. Sebastian Galiani & Stephen Knack & Lixin Colin Xu & Ben Zou, 2017. "The effect of aid on growth: evidence from a Quasi-experiment," Journal of Economic Growth, Springer, vol. 22(1), pages 1-33, March.
  23. Allen Head & Huw Lloyd-Ellis & Hongfei Sun, 2012. "Search, Liquidity and the Dynamics of House Prices and Construction," Working Papers 1276, Queen's University, Department of Economics.
  24. Ugo Panizza & Andrea Filippo Presbitero, 2012. "Public Debt and Economic Growth: Is There a Causal Effect?," Mo.Fi.R. Working Papers 65, Money and Finance Research group (Mo.Fi.R.) - Univ. Politecnica Marche - Dept. Economic and Social Sciences.
  25. Rao, B. Bhaskara & Hassan, Gazi Mainul, 2011. "A panel data analysis of the growth effects of remittances," Economic Modelling, Elsevier, vol. 28(1), pages 701-709.
  26. Andersson, Fredrik NG, 2016. "A Blessing in Disguise? Banking Crises and Institutional Change," World Development, Elsevier, vol. 83(C), pages 135-147.
  27. Biørn, Erik, 2012. "The Measurement Error Problem in Dynamic Panel Data Analysis: Modeling and GMM Estimation," Memorandum 02/2012, Oslo University, Department of Economics.
  28. Vieira, Flávio & MacDonald, Ronald & Damasceno, Aderbal, 2012. "The role of institutions in cross-section income and panel data growth models: A deeper investigation on the weakness and proliferation of instruments," Journal of Comparative Economics, Elsevier, vol. 40(1), pages 127-140.
  29. repec:hal:journl:halshs-01093414 is not listed on IDEAS
  30. Brülhart, Marius & Sbergami, Federica, 2009. "Agglomeration and growth: Cross-country evidence," Journal of Urban Economics, Elsevier, vol. 65(1), pages 48-63, January.
  31. 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.
  32. Alessia LO TURCO & Daniela MAGGIONI, 2011. "On the Role of Imports in Enhancing Manufacturing Exports," Working Papers 363, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
  33. 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.
  34. Richard A. Ashley & Xiaojin Sun, 2016. "Subset-Continuous-Updating GMM Estimators for Dynamic Panel Data Models," Econometrics, MDPI, Open Access Journal, vol. 4(4), pages 1-47, November.
  35. 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.
  36. Hayakawa, Kazuhiko, 2016. "Improved GMM estimation of panel VAR models," Computational Statistics & Data Analysis, Elsevier, vol. 100(C), pages 240-264.
  37. Gebregziabher, Fiseha & Nino-Zarazua, Miguel, 2014. "Social spending and aggregate welfare in developing and transition economies," WIDER Working Paper Series 082, World Institute for Development Economic Research (UNU-WIDER).
  38. Arndt Channing & Jones Sam & Tarp Finn, 2010. "Aid, Growth, and Development: Have We Come Full Circle?," Journal of Globalization and Development, De Gruyter, vol. 1(2), pages 1-29, December.
  39. 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).
  40. 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.
  41. 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).
  42. 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.
  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. Maurice J.G. Bun & Sarafidis, V., 2013. "Dynamic Panel Data Models," UvA-Econometrics Working Papers 13-01, Universiteit van Amsterdam, Dept. of Econometrics.
  45. 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.
  46. Schwarz, Claudia & Kripfganz, Sebastian, 2015. "Estimation of linear dynamic panel data models with time-invariant regressors," Working Paper Series 1838, European Central Bank.
  47. Dierk Herzer, 2011. "Cross-country heterogeneity and the trade-income relationship," Ibero America Institute for Econ. Research (IAI) Discussion Papers 209, Ibero-America Institute for Economic Research.
  48. Kuttner, Kenneth N. & Shim, Ilhyock, 2016. "Can non-interest rate policies stabilize housing markets? Evidence from a panel of 57 economies," Journal of Financial Stability, Elsevier, vol. 26(C), pages 31-44.
  49. 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.
  50. Andreas Sachs & Frauke Schleer, 2013. "Labour market performance in OECD countries: A comprehensive empirical modelling approach of institutional interdependencies," WWWforEurope Working Papers series 7, WWWforEurope.
  51. Hugo Kruiniger, 2006. "Quasi ML Estimation of the Panel AR(1) Model with Arbitrary Initial Conditions," Working Papers 582, Queen Mary University of London, School of Economics and Finance.
  52. Ludwig Reinhard, 2010. "A note on capital structure target adjustment – Indonesian evidence," International Journal of Managerial Finance, Emerald Group Publishing, vol. 6(3), pages 245-259, June.
  53. Kotschy, Rainer & Sunde, Uwe, 2017. "Democracy, inequality, and institutional quality," European Economic Review, Elsevier, vol. 91(C), pages 209-228.
  54. Dierk Herzer & Peter Nunnenkamp, 2013. "Inward and outward FDI and income inequality: evidence from Europe," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 149(2), pages 395-422, June.
  55. 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.
  56. Mukherjee Deepraj & Dutta Nabamita, 2013. "Do Political Institutions and Culture Jointly Matter for Financial Development? A Cross-Country Panel Investigation," Global Economy Journal, De Gruyter, vol. 13(2), pages 203-232, June.
  57. 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.
  58. 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.
  59. 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.
  60. 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.
  61. 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).
  62. Ziesemer T.H.W., 2014. "Country Terms of Trade 1960-2012: Trends, unit roots, over-differencing, endogeneity, time dummies, and heterogeneity," MERIT Working Papers 027, United Nations University - Maastricht Economic and Social Research Institute on Innovation and Technology (MERIT).
  63. Georgios Georgiadis & Johannes Gräb, 2016. "Growth, Real Exchange Rates and Trade Protectionism since the Financial Crisis," Review of International Economics, Wiley Blackwell, vol. 24(5), pages 1050-1080, November.
  64. Channing Arndt & Sam Jones & Finn Tarp, 2009. "Aid and Growth: Have We Come Full Circle?," Discussion Papers 09-22, University of Copenhagen. Department of Economics.
  65. Li, Rui & Wan, Alan T.K. & You, Jinhong, 2016. "Semiparametric GMM estimation and variable selection in dynamic panel data models with fixed effects," Computational Statistics & Data Analysis, Elsevier, vol. 100(C), pages 401-423.
  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. 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.
  68. 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).
  69. Gisselquist, Rachel M. & Leiderer, Stefan & Nino-Zarazua, Miguel, 2014. "Ethnic heterogeneity and public goods provision in Zambia: Further evidence of a subnational .diversity dividend," WIDER Working Paper Series 162, World Institute for Development Economic Research (UNU-WIDER).
  70. Herzer, Dierk & Strulik, Holger & Vollmer, Sebastian, 2010. "The Long-run Determinants of Fertility: One Century of Demographic Change 1900-1999," Hannover Economic Papers (HEP) dp-456, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
  71. 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.
  72. 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.
  73. 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.
  74. Fendel Tanja, 2016. "Migration and Regional Wage Disparities in Germany," Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik), De Gruyter, vol. 236(1), pages 3-35, February.
  75. Marius BRÜLHART & Nicole A. MATHYS, 2007. "Sectoral Agglomeration Economies in a Panel of European Regions," Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP) 07.04, Université de Lausanne, Faculté des HEC, DEEP.
  76. Sarafidis, Vasilis, 2016. "Neighbourhood GMM estimation of dynamic panel data models," Computational Statistics & Data Analysis, Elsevier, vol. 100(C), pages 526-544.
  77. Kilama, Eric Gabin, 2016. "The influence of China and emerging donors aid allocation: A recipient perspective," China Economic Review, Elsevier, vol. 38(C), pages 76-91.
  78. 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.
  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. 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).
  81. Ayesha Ashraf & Dierk Herzer & Peter Nunnenkamp, 2014. "The Effects of Greenfield FDI and Cross-border M&As on Total Factor Productivity," Kiel Working Papers 1941, .
  82. 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.
  83. 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.
  84. Ashraf, Ayesha, 2015. "The Effects of Greenfield FDI and Cross-Border M&As on Government Size," MPRA Paper 65061, University Library of Munich, Germany.
  85. 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.
  86. Erik Biørn, 2015. "Panel data dynamics with mis-measured variables: modeling and GMM estimation," Empirical Economics, Springer, vol. 48(2), pages 517-535, March.
  87. 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.
  88. Wang, Yong & Xiang, Erwei & Cheung, Adrian (Wai Kong) & Ruan, Wenjuan & Hu, Wei, 2017. "International oil price uncertainty and corporate investment: Evidence from China's emerging and transition economy," Energy Economics, Elsevier, vol. 61(C), pages 330-339.
  89. Svenja Gärtner, 2016. "New Macroeconomic Evidence on Internal Migration in Sweden, 1967-2003," Regional Studies, Taylor & Francis Journals, vol. 50(1), pages 137-153, January.
  90. 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.
  91. Hasan, Iftekhar & De Renzis, Tania & Schmiedel, Heiko, 2013. "Retail payments and the real economy," Working Paper Series 1572, European Central Bank.
  92. 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.
  93. 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).
  94. 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.
  95. 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.
  96. Hayakawa, Kazuhiko & Nagata, Shuichi, 2016. "On the behaviour of the GMM estimator in persistent dynamic panel data models with unrestricted initial conditions," Computational Statistics & Data Analysis, Elsevier, vol. 100(C), pages 265-303.
  97. Furukawa, Mitsuaki, 2014. "Aid Fragmentation and Effectiveness for Infant and Child Mortality and Primary School Completion," Working Papers 83, JICA Research Institute.
  98. 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.
  99. 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.
  100. 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.
  101. Angelica Gonzalez, 2007. "Angelica Gonzalez," ESE Discussion Papers 168, Edinburgh School of Economics, University of Edinburgh.
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