How to do Xtabond2: An Introduction to Difference and System GMM in Stata

Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations

1991 • 30,298 citations

Initial conditions and moment restrictions in dynamic panel data models

1998 • 18,731 citations

Another look at the instrumental variable estimation of error-components models

1995 • 17,553 citations

Large Sample Properties of Generalized Method of Moments Estimators

1982 • 13,306 citations

Biases in Dynamic Models with Fixed Effects

1981 • 8,018 citations

A finite sample correction for the variance of linear efficient two-step GMM estimators

2004 • 5,232 citations

Estimating Vector Autoregressions with Panel Data

1988 • 4,029 citations

The Estimation of Economic Relationships using Instrumental Variables

1958 • 3,174 citations

Formulation and estimation of dynamic models using panel data

1982 • 2,840 citations

Instrumental Variables and GMM: Estimation and Testing

2003 • 2,468 citations

Dynamic panel data models: a guide to micro data methods and practice

2002 • 2,435 citations

Estimating dynamic panel data models: a guide for macroeconomists

1999 • 2,091 citations

On bias, inconsistency, and efficiency of various estimators in dynamic panel data models

1995 • 1,917 citations

Stock markets, banks, and growth: Panel evidence

2003 • 1,913 citations

Does Foreign Direct Investment Accelerate Economic Growth?

2002 • 1,309 citations

On testing overidentifying restrictions in dynamic panel data models

2002 • 524 citations

A Finite Sample Correction for the Variance of Linear Two-Step GMM Estimators

2000 • 500 citations

GMM Estimation of a Stochastic Volatility Model: A Monte Carlo Study

1996 • 476 citations

Small sample bias properties of the system GMM estimator in dynamic panel data models

2006 • 221 citations

Determinants of current account deficits in developing countries

1999 • 200 citations

Determinants of Current Account Deficits in Developing Countries

2002 • 156 citations

Determinants of Current Account Deficits in Developing Countries

1999 • 57 citations

Determinants of Current Account Deficits in Developing Countries

1999 • 34 citations