Efficient estimation of models for dynamic panel data
Abstract
In this paper we consider a dynamic model for panel data. We show that, under standard assumptions, there are more moment conditions than are currently exploited in the literature. Some of these are linear, but others are quadratic, so that nonlinear GMM is required. We also show that exogenous regressors generate a larger number of relevant moment conditions in a dynamic model than they would in a static...
Paper Details
Title
Efficient estimation of models for dynamic panel data
Published Date
Jul 1, 1995
Journal
Volume
68
Issue
1
Pages
5 - 27
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