Estimation in dynamic panel data models: Improving on the performance of the standard GMM estimator

BOOK CHAPTER published in Advances in Econometrics

Authors: Richard Blundell | Stephen Bond | Frank Windmeijer

Correction for the Asymptotical Bias of the Arellano-Bond type GMM Estimation of Dynamic Panel Models

BOOK CHAPTER published 15 April 2020 in Essays in Honor of Cheng Hsiao

Authors: Yonghui Zhang | Qiankun Zhou

Bayesian estimation approaches to first-price auctions

JOURNAL ARTICLE published May 2012 in Journal of Econometrics

Authors: Subal C. Kumbhakar | Christopher F. Parmeter | Efthymios G. Tsionas

Comparison of maximum entropy and higher-order entropy estimators

JOURNAL ARTICLE published March 2002 in Journal of Econometrics

Authors: Amos Golan | Jeffrey M. Perloff

Uses of entropy and divergence measures for evaluating econometric approximations and inference

JOURNAL ARTICLE published March 2002 in Journal of Econometrics

Authors: Aman Ullah

EL and GEL Estimation and Tests

BOOK CHAPTER published November 2023 in Spatial Econometrics

Seven case studies

BOOK CHAPTER published 12 December 2002 in A Concise Introduction to Econometrics

Direct semi-parametric estimation of fixed effects panel data varying coefficient models

JOURNAL ARTICLE published February 2014 in The Econometrics Journal

Authors: Juan M. Rodriguez-Poo | Alexandra Soberon

Fast ML Estimation of Dynamic Bifactor Models: An Application to European Inflation

BOOK CHAPTER published 6 January 2016 in Dynamic Factor Models

Authors: Gabriele Fiorentini | Alessandro Galesi | Enrique Sentana

Estimation of a model containing unobservable variables using grouped observations

JOURNAL ARTICLE published July 1977 in Journal of Econometrics

Authors: Clifford L.F. Attfield

On B-robust instrumental variable estimation of the linear model with panel data

JOURNAL ARTICLE published February 2002 in Journal of Econometrics

Authors: Rien Wagenvoort | Robert Waldmann

Estimation and model selection based inference in single and multiple threshold models

JOURNAL ARTICLE published October 2002 in Journal of Econometrics

Authors: Jesús Gonzalo | Jean-Yves Pitarakis

On the recovery of joint distributions from limited information

JOURNAL ARTICLE published March 2002 in Journal of Econometrics

Authors: Douglas J. Miller | Wei-han Liu

A structural labour supply model with flexible preferences

JOURNAL ARTICLE published March 2002 in Journal of Econometrics

Authors: Arthur van Soest | Marcel Das | Xiaodong Gong

Pseudo maximum likelihood estimation of spatial autoregressive models with increasing dimension

JOURNAL ARTICLE published January 2018 in Journal of Econometrics

Authors: Abhimanyu Gupta | Peter M. Robinson

Risk aversion and asymmetry in procurement auctions: Identification, estimation and application to construction procurements

JOURNAL ARTICLE published May 2012 in Journal of Econometrics

Authors: Sandra Campo

Superconsistent estimation and inference in structural econometric models using extreme order statistics

JOURNAL ARTICLE published August 2002 in Journal of Econometrics

Authors: Stephen G. Donald | Harry J. Paarsch

Robust estimation of generalized linear models with measurement errors

JOURNAL ARTICLE published January 2004 in Journal of Econometrics

Authors: Tong Li | Cheng Hsiao

Estimation in choice-based sampling with measurement error and bootstrap analysis

JOURNAL ARTICLE published March 1997 in Journal of Econometrics

Authors: C.Y. Wang | Suojin Wang | R.J. Carroll

Efficient estimation in the linear simultaneous equations model with vector autoregressive disturbances

JOURNAL ARTICLE published July 1998 in Journal of Econometrics

Authors: Darrell A. Turkington