A Comparative Analysis of Different IV and GMM Estimators of Dynamic Panel Data Models
It is well known that the usual procedures for estimating panel data models are inconsistent in the dynamic setting. A large number of consistent estimators however, have been proposed in the literature. This paper provides a survey of the majority of mainstream estimators, which tend to consist of...
| Main Authors: | , |
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| Format: | Journal Article |
| Language: | English |
| Published: |
Wiley-Blackwell Publishing Ltd.
2004
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| Subjects: | |
| Online Access: | http://hdl.handle.net/20.500.11937/81809 |