๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

[Advances in Econometrics] Nonstationary Panels, Panel Cointegration, and Dynamic Panels Volume 15 || Estimation in dynamic panel data models: Improving on the performance of the standard GMM estimator

โœ Scribed by Blundell, Richard


Book ID
121713856
Publisher
Emerald (MCB UP )
Year
2000
Tongue
English
Weight
370 KB
Edition
1
Category
Article
ISBN-13
9780762306886
ISSN
0731-9053

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โœฆ Synopsis


Edited By Badi H. Baltagi. Includes Bibliographical References.


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This paper derives the joint moment generating function of two quadratic forms appearing in the OLS estimator from a dynamic panel data model. The result is then used to investigate the effect of the cross-section dimension on the asymptotic bias. (~