7
views
0
recommends
+1 Recommend
0 collections
    0
    shares
      • Record: found
      • Abstract: not found
      • Article: not found

      Consistent model and moment selection procedures for GMM estimation with application to dynamic panel data models

      ,
      Journal of Econometrics
      Elsevier BV

      Read this article at

      ScienceOpenPublisher
      Bookmark
          There is no author summary for this article yet. Authors can add summaries to their articles on ScienceOpen to make them more accessible to a non-specialist audience.

          Related collections

          Most cited references29

          • Record: found
          • Abstract: not found
          • Article: not found

          Another look at the instrumental variable estimation of error-components models

            Bookmark
            • Record: found
            • Abstract: not found
            • Article: not found

            Fitting autoregressive models for prediction

              Bookmark
              • Record: found
              • Abstract: not found
              • Article: not found

              Formulation and estimation of dynamic models using panel data

                Bookmark

                Author and article information

                Journal
                Journal of Econometrics
                Journal of Econometrics
                Elsevier BV
                03044076
                March 2001
                March 2001
                : 101
                : 1
                : 123-164
                Article
                10.1016/S0304-4076(00)00077-4
                53964b39-cbdc-4835-bf0d-d41aabd61bfd
                © 2001

                http://www.elsevier.com/tdm/userlicense/1.0/

                History

                Comments

                Comment on this article