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Factor-GMM Estimation with Large Sets of Possibly Weak Instruments. (2006). Marcellino, Massimiliano ; Kapetanios, George.
In: Working Papers.
RePEc:qmw:qmwecw:577.

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Cited: 12

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Cites: 27

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Cocites: 50

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Citations received by this document

  1. On the importance of sectoral and regional shocks for price setting. (2012). Marcellino, Massimiliano ; Hubrich, Kirstin ; Beck, Guenter W..
    In: IMFS Working Paper Series.
    RePEc:zbw:imfswp:63.

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  2. On the importance of sectoral and regional shocks for price-setting. (2011). Marcellino, Massimiliano ; Hubrich, Kirstin ; Beck, Gunter .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8357.

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  3. Factor-GMM estimation with large sets of possibly weak instruments. (2010). Marcellino, Massimiliano ; Kapetanios, George.
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:54:y:2010:i:11:p:2655-2675.

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  4. Factor-GMM Estimation with Large Sets of Possibly Weak Instruments. (2010). Marcellino, Massimiliano ; Kapetanios, George.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7726.

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  5. On the importance of sectoral shocks for price-setting. (2009). Marcellino, Massimiliano ; Hubrich, Kirstin ; Beck, Guenter W..
    In: CFS Working Paper Series.
    RePEc:zbw:cfswop:200932.

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  6. Selecting Instrumental Variables in a Data Rich Environment. (2009). Ng, Serena ; Bai, Jushan.
    In: Journal of Time Series Econometrics.
    RePEc:bpj:jtsmet:v:1:y:2009:i:1:n:4.

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  7. Cross-sectional Averaging and Instrumental Variable Estimation with Many Weak Instruments. (2008). Marcellino, Massimiliano ; Kapetanios, George.
    In: Working Papers.
    RePEc:qmw:qmwecw:wp627.

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  8. A Shrinkage Instrumental Variable Estimator for Large Datasets. (2008). Marcellino, Massimiliano ; Carriero, Andrea ; Kapetanios, George.
    In: Working Papers.
    RePEc:qmw:qmwecw:wp626.

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  9. Cross-sectional Averaging and Instrumental Variable Estimation with Many Weak Instruments. (2008). Marcellino, Massimiliano ; Kapetanios, George.
    In: Working Papers.
    RePEc:qmw:qmwecw:627.

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  10. A Shrinkage Instrumental Variable Estimator for Large Datasets. (2008). Marcellino, Massimiliano ; Carriero, Andrea ; Kapetanios, George.
    In: Working Papers.
    RePEc:qmw:qmwecw:626.

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  11. Determinantes de la Inflación en una Economía Dolarizada: El Caso Ecuatoriano. (2008). Gachet, Ivan ; Maldonado, Diego ; Perez, Wilson.
    In: MPRA Paper.
    RePEc:pra:mprapa:17101.

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  12. Large Panels with Common Factors and Spatial Correlations. (2007). Pesaran, M ; Tosetti, Elisa .
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_2103.

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References

References cited by this document

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  3. A Two Stage Approach to Spatiotemporal Analysis with Strong and Weak Cross-Sectional Dependence. (2014). Pesaran, M ; Holly, Sean ; Bailey, Natalia.
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