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GMM ESTIMATION AND INFERENCE IN DYNAMIC PANEL DATA MODELS WITH PERSISTENT DATA
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- Journal:
- Econometric Theory / Volume 25 / Issue 5 / October 2009
- Published online by Cambridge University Press:
- 01 October 2009, pp. 1348-1391
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AN EFFICIENT LINEAR GMM ESTIMATOR FOR THE COVARIANCE STATIONARY AR(1)/UNIT ROOT MODEL FOR PANEL DATA
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- Journal:
- Econometric Theory / Volume 23 / Issue 3 / June 2007
- Published online by Cambridge University Press:
- 05 April 2007, pp. 519-535
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