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Efficient estimation of dynamic panel data models: Alternative assumptions and simplified estimation. (1997). Schmidt, Peter ; Ahn, Seung.
In: Journal of Econometrics.
RePEc:eee:econom:v:76:y:1997:i:1-2:p:309-321.

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  2. Dynamic panel GMM estimators with improved finite sample properties using parametric restrictions for dimension reduction. (2023). Kim, Hyoungjong ; Han, Chirok.
    In: Empirical Economics.
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  3. Financial constraints on credit ratings and cash-flow sensitivity. (2023). Chang, Ming-Jen ; Chen, Shikuan ; Chien, Chih-Chung.
    In: International Review of Financial Analysis.
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  4. Can Business Groups Survive Institutional Advancements? Examining the Role of Internal Market for Non-Tradable, Intangible Assets. (2022). Jin, Kyuho.
    In: Sustainability.
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  5. Chinas quest for economic dominance and energy consumption: Can Asian economies provide natural resources for the success of One Belt One Road?. (2021). Ruan, Qiangjia ; Liu, Biao ; Shahzad, Luqman ; Ma, Benjiang ; Bashir, Muhammad Farhan.
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  6. The Dark Side of Managing for the Long Run: Examining When Family Firms Create Value. (2021). Hong, Sung Min ; Lee, Joowon ; Jin, Kyuho.
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  9. Iterative estimation correcting for error auto-correlation in short panels, applied to lagged dependent variable models. (2020). De Blander, Rembert ; Deblander, Rembert .
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  10. Level-Based Estimation of Dynamic Panel Models. (2020). Zincenko, Federico ; Montes-Rojas, Gabriel ; Walter, Sosa-Escudero ; Gabriel, Montes-Rojas ; Federico, Zincenko.
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  11. Practical aspects of using quadratic moment conditions in linear dynamic panel data models. (2019). Schnurbus, Joachim ; Fritsch, Markus ; Yu, Andrew Adrian .
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  12. Large sample properties of an IV estimator based on the Ahn and Schmidt moment conditions. (2019). Schnurbus, Joachim ; Fritsch, Markus ; Yu, Andrew Adrian .
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  13. On GMM estimation of linear dynamic panel data models. (2019). Fritsch, Markus.
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  14. Capital market consequences of cultural influences on earnings: The case of cross-listed firms in the U.S. stock market. (2018). Wijayana, Singgih ; Gray, Sidney J.
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  17. Consistent estimation of linear panel data models with measurement error. (2017). Meijer, Erik ; Wansbeek, Tom ; Spierdijk, Laura.
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  18. Case deletion diagnostics for GMM estimation. (2016). Shi, Lei ; Chen, Gemai ; Zhao, Jianhua ; Lu, Jun.
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  19. IT-Enabled Broadcasting in Social Media: An Empirical Study of Artists’ Activities and Music Sales. (2015). De, Prabuddha ; Jeffrey, YU ; Chen, Hailiang.
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  20. Moment Conditions for AR(1) Panel Data Models with Missing Outcomes. (2015). Windmeijer, Frank ; Pacini, David .
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  21. Crowding-out effects of affordable and unaffordable housing in China, 1999-2010. (2014). Hamori, Shigeyuki ; Yuan, Nannan.
    In: Applied Economics.
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  22. Quasi ML estimation of the panel AR(1) model with arbitrary initial conditions. (2013). Kruiniger, Hugo.
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  23. Determinantes de la demanda de empleo en el sector manufacturero colombiano, 2000-2010. (2013). Rodriguez, Jesus.
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  27. Detection of structural breaks in linear dynamic panel data models. (2012). Tzavalis, Elias ; De Wachter, Stefan .
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  29. Measuring dynamic efficiency: Theories and an integrated methodology. (2010). Chen, Chien-Ming ; van Dalen, Jan .
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  31. Efficient Estimation of Non-Linear Dynamic Panel Data Models with Application to Smooth Transition Models. (2009). Würtz, Allan ; Skeels, Christopher ; Gorgens, Tue ; Wurtz, Allan H..
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  41. Bias Corrected Instrumental Variables Estimation for Dynamic Panel Models with Fixed E¤ects. (2005). Kuersteiner, Guido ; Hausman, Jerry ; Hahn, Jinyong.
    In: Boston University - Department of Economics - Working Papers Series.
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  42. Likelihood Based Inference for amic Panel Data Models. (2004). Ahn, Seung ; Thomas, Gareth M..
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  44. Unconditional maximum likelihood estimation of dynamic models for spatial panels. (2003). Elhorst, J.Paul.
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  46. Exogenous cash: testing financing constraints on inventory investment using dynamic panels with additional information from annual reports. (2002). Wang, Hung-Jen.
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  47. On the estimation of panel regression models with fixed effects. (2002). Kruiniger, Hugo.
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  48. Determinants of Current Account Deficits in Developing Countries. (2002). Loayza, Norman ; Chong, Alberto ; Calderon, Cesar Augusto .
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  49. Volumen y calidad de la infraestructura y la distribución del ingreso: investigación empírica. (2001). Chong, Alberto ; Calderon, Cesar.
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  52. Nonstationary Panels, Cointegration in Panels and Dynamic Panels: A Survey. (2000). Kao, Chihwa ; Baltagi, Badi.
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  53. What are the determinants of the location of foreign direct investment? The Chinese experience. (2000). Cheng, Leonard K. ; Kwan, Yum K..
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  54. Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration. (2000). Pesaran, M ; Binder, Michael ; Hsaio, C..
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  55. Nonstationary Panel Data Analysis: An Overview of Some Recent Developments. (1999). Phillips, Peter ; Moon, Hyungsik.
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  56. Determinants of Current Account Deficits in Developing Countries. (1999). Loayza, Norman ; Chong, Alberto ; Calderon, Cesar.
    In: Working Papers Central Bank of Chile.
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References

References cited by this document

  1. Ahn, S.C. Model specification testing based on root-T consistent estimators. 1995 Arizona State University: Tempe, AZ
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  2. Ahn, S.C. Three essays on share contracts, labor supply, and the estimation of models for dynamic panel data. 1990 Michigan State University: East Lansing, MI
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  3. Ahn, S.C. ; Schmidt, P. A separability result for GMM estimation, with applications to GLS prediction and conditional moment tests. 1995 Econometric Reviews. 14 19-34
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  4. Ahn, S.C. ; Schmidt, P. Efficient estimation of models for dynamic panel data. 1995 Journal of Econometrics. 68 5-27

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  6. Arellano, M. ; Bond, S. Tests of specification for panel data: Monte Carlo evidence and an application to employment equations. 1991 Review of Economic Studies. 58 277-297

  7. Arellano, M. ; Bover, O. Another look at the instrumental variables estimation of error-component Models. 1990 London School of Economics: London

  8. Arellano, M. ; Bover, O. Another look at the instrumental variables estimation of error-component models. 1995 Journal of Econometrics. 68 29-51

  9. Blundell, R. ; Bond, S. The role of initial conditions in GMM and ML estimators for dynamic panel data models. 1994 University College: London
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  10. Breusch, T.S. ; Mizon, G.E. ; Schmidt, P. Efficient estimation using panel data. 1989 Econometrica. 57 695-701

  11. Holtz-Eakin, D. Testing for individual effects in autoregressive models. 1988 Journal of Econometrics. 39 297-308

  12. Holtz-Eakin, D. ; Newey, W. ; Rosen, H.S. Estimating vector autoregressions with panel data. 1988 Econometrica. 56 1371-1396

  13. Hsiao, C. Analysis of panel data. 1986 Cambridge University Press: New York, NY
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  14. Newey, W. Generalized method of moments specification testing. 1985 Journal of Econometrics. 29 229-256

  15. Schmidt, P. ; Ahn, S.C. ; Wyhowski, D. Comment. 1992 Journal of Business and Economic Statistics. 10 10-14

  16. Wooldridge, J.M. Estimating systems of equations with different instruments for different equations. 1996 Journal of Econometrics. -

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  31. Implicit interest rates and corporate balance sheets: an analysis using aggregate and disaggregated UK data. (2003). Benito, Andrew ; Whitley, John .
    In: Bank of England working papers.
    RePEc:boe:boeewp:193.

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  32. Demanda Laboral en el Sector Manufacturero COlombiano: 1977-1999. (2003). Rojas Rivera, Angela ; Arango, Carlos.
    In: Borradores de Economia.
    RePEc:bdr:borrec:247.

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  33. Income Variance Dynamics and Heterogeneity. (2002). Pistaferri, Luigi ; Meghir, Costas.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:3632.

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  34. Unit Roots and Identification in Autoregressive Panel Data Models: A Comparison of Alternative Tests. (2002). Windmeijer, Frank ; Nauges, Celine ; Bond, Stephen.
    In: 10th International Conference on Panel Data, Berlin, July 5-6, 2002.
    RePEc:cpd:pd2002:c5-4.

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  35. Handling the measurement error problem by means of panel data: Moment methods applied on firm data. (2002). Biorn, Erik.
    In: 10th International Conference on Panel Data, Berlin, July 5-6, 2002.
    RePEc:cpd:pd2002:b6-1.

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  36. The Inter-related Dynamics of Unemployment and Low Pay. (2002). Stewart, Mark.
    In: 10th International Conference on Panel Data, Berlin, July 5-6, 2002.
    RePEc:cpd:pd2002:b2-4.

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  37. Investment, cash flow and uncertainty: evidence for the Netherlands. (2002). Sterken, Elmer ; lensink, robert ; Bo, Hong.
    In: 10th International Conference on Panel Data, Berlin, July 5-6, 2002.
    RePEc:cpd:pd2002:a3-2.

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  38. Superstores and Labour Demand: Evidence from Great Britain. (2002). Guariglia, Alessandra.
    In: Journal of Applied Economics.
    RePEc:cem:jaecon:v:5:y:2002:n:2:p:233-252.

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  39. R&D-Productivity Dynamics: Causality, Lags, and Dry Holes. (2002). Rouvinen, Petri.
    In: Journal of Applied Economics.
    RePEc:cem:jaecon:v:5:y:2002:n:1:p:123-156.

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  40. Finance and the Sources of Growth at Various Stages of Economic Development. (2002). Valev, Neven ; Rioja, Felix.
    In: International Center for Public Policy Working Paper Series, at AYSPS, GSU.
    RePEc:ays:ispwps:paper0217.

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  41. Financial Development and Growth: A Positive, Monotonic Relationship?. (2002). Valev, Neven ; Rioja, Felix.
    In: International Center for Public Policy Working Paper Series, at AYSPS, GSU.
    RePEc:ays:ispwps:paper0207.

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  42. GMM Estimation of Empirical Growth Models. (2001). Temple, Jonathan ; Hoeffler, Anke ; Bond, Stephen R.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:3048.

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  43. ON NON-LINEARITIES BETWEEN EXPORTS OF MANUFACTURES AND ECONOMIC GROWTH. (2001). Chong, Alberto ; Calderon, Cesar ; Zanforlin, Luisa .
    In: Journal of Applied Economics.
    RePEc:cem:jaecon:v:4:y:2001:n:2:p:279-311.

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  44. Oscillate Wildly: asymmetries and persistence in company-level profitability. (2001). Benito, Andrew.
    In: Bank of England working papers.
    RePEc:boe:boeewp:128.

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  45. Semiparametric Binary Choice Panel Data Models without Strictly Exogeneous Regressors. (2001). Lewbel, Arthur ; Honore, Bo E. ; Bo E. Honore, .
    In: Boston College Working Papers in Economics.
    RePEc:boc:bocoec:455.

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  46. Do R&D Credits Work? Evidence From A Panel Of Countries 1979-97. (2000). van Reenen, John ; Griffith, Rachel ; bloom, nicholas.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:2415.

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  47. Provincial Income Convergence in China, 1953-1997: a Panel Data Approach. (2000). Weeks, Melvyn ; Yudon, Yao.
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:0010.

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  48. Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration. (2000). Pesaran, M ; Binder, Michael ; Hsaio, C..
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:0003.

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  49. Consistent Model and Moment Selection Criteria for GMM Estimation with Applications to Dynamic Panel Data Models. (1999). Andrews, Donald ; Lu, Biao.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1233.

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  50. Are There Financing Constraints for R&D and Investment in German Manufacturing Firms?. (1997). Harhoff, Dietmar.
    In: CIG Working Papers.
    RePEc:wzb:wzebiv:fsiv97-45.

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