GMM Bootstrapping and Testing in Dynamic Panels
Author
Suggested Citation
Download full text from publisher
To our knowledge, this item is not available for download. To find whether it is available, there are three options:1. Check below whether another version of this item is available online.
2. Check on the provider's web page whether it is in fact available.
3. Perform a search for a similarly titled item that would be available.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Aretz, Kevin & Bartram, Söhnke M. & Pope, Peter F., 2011.
"Asymmetric loss functions and the rationality of expected stock returns,"
International Journal of Forecasting, Elsevier, vol. 27(2), pages 413-437.
- Aretz, Kevin & Bartram, Söhnke M. & Pope, Peter F., 2011. "Asymmetric loss functions and the rationality of expected stock returns," International Journal of Forecasting, Elsevier, vol. 27(2), pages 413-437, April.
- Aretz, Kevin & Bartram, Söhnke M. & Pope, Peter F., 2011. "Asymmetric Loss Functions and the Rationality of Expected Stock Returns," MPRA Paper 47343, University Library of Munich, Germany.
- Dahlberg, Matz & Forslund, Anders, 1999.
"Direct displacement effects of labour market programmes: the case of Sweden,"
Working Paper Series
1999:7, IFAU - Institute for Evaluation of Labour Market and Education Policy.
- Dahlberg, Matz & Forslund, Anders, 1999. "Direct Displacement Effects of Labour Market Programmes: The Case of Sweden," Working Paper Series 1999:22, Uppsala University, Department of Economics.
- Dahlberg, M. & Forslund, A., 1999. "Direct Displacement Effects of Labour Market Programmes: the Case of Sweden," Papers 1999:22, Uppsala - Working Paper Series.
- Joachim Inkmann, 2000.
"Finite Sample Properties of One-Step, Two-Step and Bootstrap Empirical Likelihood Approaches to Efficient GMM Estimation,"
Econometric Society World Congress 2000 Contributed Papers
0332, Econometric Society.
- Inkmann, Joachim, 2000. "Finite Sample Properties of One-step, Two-step and Bootstrap Empirical Likelihood Approaches to Efficient GMM Estimation," CoFE Discussion Papers 00/03, University of Konstanz, Center of Finance and Econometrics (CoFE).
- Matz Dahlberg & Eva Johansson, 2000.
"An examination of the dynamic behaviour of local governments using GMM bootstrapping methods,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 15(4), pages 401-416.
- Dahlberg, Matz & Johansson, Eva, 1997. "An Examination of the Dynamic Behavior of Local Governments Using GMM Bootstrapping Methods," Working Paper Series 1997:11, Uppsala University, Department of Economics.
- Griet Malengier & Lorenzo Pozzi, 2005. "Examining Ricardian Equivalence by estimating and bootstrapping a nonlinear dynamic panel model," Money Macro and Finance (MMF) Research Group Conference 2005 61, Money Macro and Finance Research Group.
- Bergström, Pål, 1999. "Bootstrap Methods and Applications in Econometrics - A Brief Survey," Working Paper Series 1999:2, Uppsala University, Department of Economics.
- Bergström, Pål & Lindberg, Sara, 1998. "Firms' Financial Policy and Labour Demand: Theory and Evidence," Working Paper Series 1998:18, Uppsala University, Department of Economics.
- G. Malengier & L. Pozzi, 2004. "Examining Ricardian Equivalence by estimating and bootstrapping a nonlinear dynamic panel model," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 04/274, Ghent University, Faculty of Economics and Business Administration.
More about this item
Keywords
GMM; bootrapping; sequential tests; panel data;All these keywords.
JEL classification:
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:hhs:uunewp:1997_010. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
We have no bibliographic references for this item. You can help adding them by using this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Ulrika Öjdeby (email available below). General contact details of provider: https://edirc.repec.org/data/nekuuse.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.