News

This is a preview. Log in through your library . Abstract In this paper, we derive the asymptotic properties of the system generalized method of moments (GMM) estimator in dynamic panel data models ...
The Econometrics Journal, Vol. 16, No. 1, EC 2 2010 SPECIAL ISSUE: IDENTIFICATION IN ECONOMETRICS, THEORY AND APPLICATIONS (2013), pp. 73-102 (30 pages) We suggest and compare different methods for ...