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

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

Instrumental Variables Regression with Weak Instruments

1997 • 6,543 citations

Estimating Vector Autoregressions with Panel Data

1988 • 4,029 citations

Estimation of Dynamic Models with Error Components

1981 • 2,290 citations

Journal of business and economic statistics 5

1988 • 1,802 citations

GMM Estimation with persistent panel data: an application to production functions

2000 • 1,394 citations

Efficient estimation of models for dynamic panel data

1995 • 1,039 citations

Journal of the American Statistical Association

1995 • 953 citations

Asymptotic efficiency in estimation with conditional moment restrictions

1987 • 761 citations

Estimating Dynamic Random Effects Models from Panel Data Covering Short Time Periods

1983 • 417 citations

Some Further Results on the Exact Small Sample Properties of the Instrumental Variable Estimator

1990 • 393 citations