586
Views
3
CrossRef citations to date
0
Altmetric
Original Articles

GMM estimation of panel data models with time-varying slope coefficients

&

References

  • Arellano, M., and S. Bond. 1991. “Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations.” The Review of Economic Studies 58 (2): 277. doi:10.2307/2297968.
  • Blundell, R., and S. Bond. 1998. “Initial Conditions and Moment Restrictions in Dynamic Panel Data Models.” Journal of Econometrics 87 (1): 115–143. doi:10.1016/S0304-4076(98)00009-8.
  • Hansen, L. P. 1982. “Large Sample Properties of Generalized Method of Moments Estimators.” Econometrica 50 (4): 1029–1054. doi:10.2307/1912775.
  • Sato, Y., and M. Söderbom. 2013. “System GMM Estimation of Panel Data Models with Time Varying Slope Coefficients.” Working Papers in Economics 577. Department of Economics, University of Gothenburg: Gothenburg.
  • Windmeijer, F. 2005. “A Finite Sample Correction for the Variance of Linear Efficient Two-Step GMM Estimators.” Journal of Econometrics 126 (1): 25–51. doi:10.1016/j.jeconom.2004.02.005.

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.