A Comparative Analysis of Different IV and GMM Estimators of Dynamic Panel Data Models

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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...

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Bibliographic Details
Main Authors:	Harris, Mark, Mátyás, L.
Format:	Journal Article
Language:	English
Published:	Wiley-Blackwell Publishing Ltd. 2004
Subjects:	Panel data, Dynamic models, Monte Carlo, IV and GMM estimators.
Online Access:	http://hdl.handle.net/20.500.11937/81809

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