The weak instrument problem of the system GMM estimator in dynamic panel data models.
- Published in:
- Econometrics Journal, 2010, v. 13, n. 1, p. 95, doi. 10.1111/j.1368-423X.2009.00299.x
- By:
- Publication type:
- Article
Works matching IS 13684221 AND DT 2010 AND VI 13 AND IP 1
Results: 6
1
2
Smoothness adaptive average derivative estimation.
- Published in:
- Econometrics Journal, 2010, v. 13, n. 1, p. 40, doi. 10.1111/j.1368-423X.2009.00300.x
- By:
- Publication type:
- Article
3
Heterogeneity in dynamic discrete choice models.
- Published in:
- Econometrics Journal, 2010, v. 13, n. 1, p. 1, doi. 10.1111/j.1368-423X.2009.00301.x
- By:
- Publication type:
- Article
4
Unit root inference in panel data models where the time-series dimension is fixed: a comparison of different tests.
- Published in:
- Econometrics Journal, 2010, v. 13, n. 1, p. 63, doi. 10.1111/j.1368-423X.2009.00302.x
- By:
- Publication type:
- Article
5
Estimation of a transformation model with truncation, interval observation and time-varying covariates.
- Published in:
- Econometrics Journal, 2010, v. 13, n. 1, p. 127, doi. 10.1111/j.1368-423X.2009.00303.x
- By:
- Publication type:
- Article
6
A Review of A First Course in Bayesian Statistical Methods.
- Published in:
- 2010
- By:
- Publication type:
- Book Review