Instrumental variable estimation of semiparametric dynamic panel data models Monte Carlo results on several new and existing estimators

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Bibliographische Detailangaben
Veröffentlicht in:	Nonstationary panels, panel cointegration, and dynamic panels
1. Verfasser:	Berg, M. Douglas (VerfasserIn)
Weitere Verfasser:	Li, Qi (VerfasserIn), Ullah, Aman (VerfasserIn)
Format:	UnknownFormat
Sprache:	eng
Veröffentlicht:	2000
Schlagworte:	Panel > Nichtparametrisches Verfahren > Dynamische Wirtschaftstheorie > Monte-Carlo-Simulation > Theorie > Aufsatz im Buch
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Titel	Jahr	Verfasser
Nonstationary panels, cointegration in panels and dynamic panels : a survey	2000	Baltagi, Badi H.
Testing for common cyclical features in nonstationary panel data models	2000	Hecq, Alain W. J.
On the estimation and inference of a cointegrated regression in panel data	2000	Kao, Chihwa
Fully modified OLS for heterogeneous cointegrated panels	2000	Pedroni, Peter Louis
The local power of some unit root tests for panel data	2000	Breitung, Jörg
Small sample performance of dynamic panel data estimators in estimating the growth-convergence equation : a Monte Carlo study	2000	Islam, Nazrul
Panel data limit theory and asymptotic analysis of a panel regression with near integrated regressions	2000	Kauppi, Heikki
Stationary tests in heterogeneous panels	2000	Yin, Yong
Instrumental variable estimation of semiparametric dynamic panel data models : Monte Carlo results on several new and existing estimators	2000	Berg, M. Douglas
Estimation in dynamic panel data models : improving on the performance of the standard GMM estimator	2000	Blundell, Richard W.
Testing for unit roots in panels in the presence of structural change with an application to OECD unemployment	2000	Murray, Christian J.