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Efficient GMM estimation of spatial dynamic panel data models with fixed effects

JOURNAL ARTICLE published June 2014 in Journal of Econometrics

Authors: Lung-fei Lee | Jihai Yu

Author index to volume 107

JOURNAL ARTICLE published March 2002 in Journal of Econometrics

Information-theoretic estimation of preference parameters: macroeconomic applications and simulation evidence

JOURNAL ARTICLE published March 2002 in Journal of Econometrics

Authors: Allan W. Gregory | Jean-François Lamarche | Gregor W. Smith

Maximum likelihood estimation of fixed effects dynamic panel data models covering short time periods

JOURNAL ARTICLE published July 2002 in Journal of Econometrics

Authors: Cheng Hsiao | M. Hashem Pesaran | A. Kamil Tahmiscioglu

A finite sample correction for the variance of linear efficient two-step GMM estimators

JOURNAL ARTICLE published May 2005 in Journal of Econometrics

Authors: Frank Windmeijer

Fully modified IV, GIVE and GMM estimation with possibly non-stationary regressors and instruments

JOURNAL ARTICLE published September 1997 in Journal of Econometrics

Authors: Yuichi Kitamura | Peter C.B. Phillips

The method of elimination and substitution in the GMM estimation of mixed regressive, spatial autoregressive models

JOURNAL ARTICLE published September 2007 in Journal of Econometrics

Authors: Lung-fei Lee

Statistical Estimation and Testing: ML and QML Methods

BOOK CHAPTER published November 2023 in Spatial Econometrics

GMM estimation of linear panel data models with time-varying individual effects

JOURNAL ARTICLE published April 2001 in Journal of Econometrics

Authors: Seung Chan Ahn | Young Hoon Lee | Peter Schmidt

GMM and ML Estimation of Dynamic Panel Data Models with Heterogeneous Time Trends

JOURNAL ARTICLE published in SSRN Electronic Journal

Authors: Kazuhiko Hayakawa | Bei Ge

TESTING IN GMM MODELS WITHOUT TRUNCATION

BOOK CHAPTER published in Maximum Likelihood Estimation of Misspecified Models: Twenty Years Later

Authors: Timothy J. Vogelsang

ML Estimation from Binomial Data with Misclassifications

BOOK CHAPTER published 1998 in Econometrics in Theory and Practice

Authors: Gerhard Schuster

Consistent model and moment selection procedures for GMM estimation with application to dynamic panel data models

JOURNAL ARTICLE published March 2001 in Journal of Econometrics

Authors: Donald W.K. Andrews | Biao Lu

Quasi ML estimation of the panel AR(1) model with arbitrary initial conditions

JOURNAL ARTICLE published April 2013 in Journal of Econometrics

Authors: Hugo Kruiniger

Information and Entropy Econometrics—Editor's View

JOURNAL ARTICLE published March 2002 in Journal of Econometrics

Authors: Amos Golan

ON SOME OPTIMALITY PROPERTIES OF FISHER-RAO SCORE FUNCTION IN TESTING AND ESTIMATION

JOURNAL ARTICLE published 31 July 2001 in Communications in Statistics - Theory and Methods

Authors: Anil K. Bera | Yannis Bilias

Assessing children’s learning in science

BOOK CHAPTER published 1 November 2002 in Secondary Science

Method of Age Estimation Based on ML-GMM Feature and Double Layers Estimation Model

PROCEEDINGS ARTICLE published 25 August 2017 in Proceedings of the International Conference on Advances in Image Processing

Authors: Min Hu | Wendi Teng | Yaona Zheng | Keke Zhang

Standard Approaches to Estimation and Statistical Inference

BOOK CHAPTER published 7 June 2011 in Methods for Estimation and Inference in Modern Econometrics

ML approaches to channel estimation for pilot-aided multirate DS/CDMA systems

JOURNAL ARTICLE published March 2002 in IEEE Transactions on Signal Processing

Authors: X. Mestre | J.R. Fonollosa