The Weak Instrument Problem of the System GMM Estimator in Dynamic Panel Data Models

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

Instrumental Variables Regression with Weak Instruments

1997 • 6,543 citations

Testing for Weak Instruments in Linear IV Regression

2005 • 6,030 citations

Estimating Production Functions Using Inputs to Control for Unobservables

2003 • 5,655 citations

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

2004 • 5,232 citations

Financial intermediation and growth: Causality and causes

2000 • 4,385 citations

A Survey of Weak Instruments and Weak Identification in Generalized Method of Moments

2002 • 4,079 citations

Problems with Instrumental Variables Estimation when the Correlation between the Instruments and the Endogenous Explanatory Variable is Weak

1995 • 3,855 citations

Finite-Sample Properties of Some Alternative GMM Estimators

1996 • 1,156 citations

Financial Intermediation and Growth: Causality and Causes

1999 • 879 citations

GMM Estimation of Empirical Growth Models

2001 • 810 citations

GMM with Weak Identification

2000 • 806 citations

A Conditional Likelihood Ratio Test for Structural Models

2003 • 795 citations

The Time Series and Cross-Section Asymptotics of Dynamic Panel Data Estimators

2003 • 594 citations

The Bias and Moment Matrix of the General k-Class Estimators of the Parameters in Simultaneous Equations

1959 • 583 citations

Testing Parameters in GMM Without Assuming that They Are Identified

2005 • 366 citations

Finite-Sample Properties of Some Alternative GMM Estimators

1996 • 345 citations

Estimation in dynamic panel data models: Improving on the performance of the standard GMM estimator

2004 • 246 citations

How Special Is the Special Relationship? Using the Impact of U.S. R&D Spillovers on U.K. Firms as a Test of Technology Sourcing

2006 • 245 citations

Generalized Method of Moments With Many Weak Moment Conditions

2009 • 234 citations

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

2006 • 221 citations

The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models

2005 • 193 citations

GMM with Many Moment Conditions

2005 • 173 citations

The Bias of Instrumental Variable Estimators

1992 • 150 citations

Chapter 15 Approximating the distributions of econometric estimators and test statistics

1984 • 125 citations

Notes on bias in estimators for simultaneous equation models

2002 • 99 citations

The effect of the tobacco settlement and smoking bans on alcohol consumption

2004 • 92 citations

RELIABLE INFERENCE FOR GMM ESTIMATORS? FINITE SAMPLE PROPERTIES OF ALTERNATIVE TEST PROCEDURES IN LINEAR PANEL DATA MODELS

2005 • 87 citations

Discontinuities of weak instrument limiting distributions

2002 • 62 citations

GMM ESTIMATION AND INFERENCE IN DYNAMIC PANEL DATA MODELS WITH PERSISTENT DATA

2009 • 43 citations

The Time Series and Cross-Section Asymptotics of Dynamic Panel Data Estimators

1999 • 39 citations

Judging Contending Estimators by Simulation: Tournaments in Dynamic Panel Data Models

2007 • 30 citations

t Test in a Structural Equation

1989 • 28 citations

Dynamic Models for Panel Data

1990 • 24 citations

GMM with Many Moment Conditions

2005 • 13 citations

GMM with Many Weak Moment Conditions

2005 • 13 citations

The Effects of Dynamic Feedbacks on LS and MM Estimator Accuracy in Panel Data Models

2002 • 12 citations

Reliable Inference for GMM Estimators? Finite Sample Properties of Alternative Test Procedures in Linear Panel Data Models

2005 • 6 citations