An Alternative System GMM Estimation in Dynamic Panel Models

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Note (General)：: References: p. 13-1521世紀COEプログラム = 21st-Century COE Program

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Summary, etc.：: The system GMM estimator in dynamic panel data models which combines two moment conditions, i.e., for the differenced equation and for the model in le...

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Material Type: 文書・図像類
Title: An Alternative System GMM Estimation in Dynamic Panel Models
Author/Editor: Jung, Hosun
権, 赫旭
Author Heading: Jung, Hosun
権, 赫旭
Publication, Distribution, etc.: Institute of Economic Research, Hitotsubashi University
Publication Date: 2007-07
Publication Date (W3CDTF): 2007-07
Contributor: 社会科学における統計分析拠点構築 = Research Unit for Statistical Analysis in Social Sciences
Text Language Code: eng
Subject Heading: Dynamic panel data
sub-optimal weighting matrix
KI upper bound
Target Audience: 一般
Note (General): References: p. 13-15
21世紀COEプログラム = 21st-Century COE Program
Format (IMT): application/pdf
Source: fulltext
https://hermes-ir.lib.hit-u.ac.jp/hermes/ir/re/14340/D07-217.pdf
Access Restrictions: インターネット公開
Related Material (URI): URI
http://21coe.ier.hit-u.ac.jp/english/index.html
Periodical Title: Hi-Stat Discussion paper series, No. 217
Data Provider (Database): 国立情報学研究所 : 学術機関リポジトリデータベース（IRDB）（機関リポジトリ）
https://irdb.nii.ac.jp
Original Data Provider (Database): 一橋大学 : HERMES-IR(一橋大学機関リポジトリ) : Research & Education Resources