“Replicating the results in ‘on efficient estimation with panel data: an empirical comparison of instrumental variables estimators’ ” : by Baltagi, B.H. and Khanti-Akom, S. (1990), Journal of Applied Econometrics, Vol 5, pages 401–406

✍ Scribed by David M. Drukker; Weihua Guan

• Publisher: John Wiley and Sons
• Year: 2003
• Tongue: English
• Weight: 30 KB
• Volume: 18
• Category: Article
• ISSN: 0883-7252
• DOI: 10.1002/jae.708

✦ Synopsis

We are able to reproduce the results in Tables I and II of Baltagi and Khanti-Akom (1990) using STATA  programs. With respect to Table , we obtain a different estimate of O 2 ˛than Baltagi and Khanti-Akom. This changed the estimates slightly. The programs and results are available from