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Efficient GMM Estimation of Spatial Dynamic Panel Data Models
Spatial autoregression Dynamic panels Fixed effects Generalized method of moment
2016/1/26
In this paper we derive the asymptotic properties of GMM estimators for the spatial dynamic panel data model with fixed effects when n is large, and T can be large, but small relative to n. The GMM es...
Efficient GMM Estimation of Spatial Dynamic Panel Data Models
Spatial autoregression Dynamic panels Fixed effects
2016/1/20
In this paper we derive the asymptotic properties of GMM estimators for the spatial dynamic panel data model with fixed effects when n is large, and T can be large, but small relative to n. The GMM es...
Effcient GMM estimation of spatial dynamic panel data models with fixed effects
Spatial autoregression Dynamic panels Fixed e¤ects Generalized method of moment Many moments
2016/1/19
In this paper we derive the asymptotic properties of GMM estimators for the spatial dynamic panel data model with …xed e¤ects when n is large, and T can be large, but small relative to n. The GMM esti...
Semiparametric efficiency in GMM models with auxiliary data
Semiparametric efficiency bounds GMM measurement error missing data auxiliary data sieve estimation
2010/4/29
We study semiparametric efficiency bounds and efficient estimation
of parameters defined through general moment restrictions with
missing data. Identification relies on auxiliary data containing inf...
R-Estimates vs. GMM：A Theoretical Case Study of Validity and Efficiency
Attributable effects efficiency robustness generalized method of moments group rank test
2010/4/26
What role should assumptions play in inference?We present
a small theoretical case study of a simple, clean case, namely the nonparametric
comparison of two continuous distributions using (essential...