Consistent model and moment selection procedures for GMM estimation with application to dynamic panel data models
Dados Bibliográficos
| ID | 23362016 |
|---|---|
| Autores | Donald W K Andrews (Yale University, autor correspondente), Biao Lu (University of Michigan) |
| Ano | 2001 |
| Volume | 101 |
| Fascículo | 1 |
| Páginas | 123-164 |
| Data de publicação | 2001-03-01 |
| Peer Reviewed | Sim |
| Open Access | Sim |
| Tipo | ARTICLE |
| Periódico | Journal of Econometrics (JOURNAL) |
| Identificadores do periódico | ISSN: 0304-4076 • E-ISSN: 1872-6895 |
| Editora | Elsevier BV (PUBLISHER) |
| DOI | 10.1016/s0304-4076(00)00077-4 |
| OpenAlex | W2139901214 |
| Idioma | EN |
| Citações recebidas | 95 |
| Referências citadas | 41 |
Akaike information criterion · Econometrics · Endogeneity · Generalized method of moments · Information Criteria · Machine learning · Model selection · Moment (physics) · Monte Carlo method · Panel data · Selection (genetic algorithm) · Statistic · Statistical hypothesis testing · Statistics · Test statistic · Computer Science · Energy, Environment, Economic Growth · Environmental Impact and Sustainability · Mathematics · Spatial and Panel Data Analysis
Rural-urban connectivity and sustainable development
Variation in Global Policy Responses to Covid-19
Foreign Direct Investment, Global Value Chain Participation, and Sustainable Development in Sub‐Saharan Africa
Pandemic Shocks and Household Spending
Macroeconomic Policy and Poverty Reduction
Do economic, financial and institutional developments matter for environmental degradation? Evidence from transitional economies
Happiness Begets Money
Estimation of Panel Vector Autoregression in Stata
Economic growth, CO2 emissions and energy consumption
The dynamic effects of obesity on the wages of young workers
Economic Growth and Environmental Quality
Assessing the effectiveness of international government responses to the Covid-19 pandemic
How Do Urban Land Expansion, Land Finance, and Economic Growth Interact
Political and productive capacity characteristics as outward foreign direct investment push factors from BRICS countries
The impact of floods and cyclones on fiscal arrangements in India
The role of renewable energy in the energy–growth–emission nexus in the Asean region
A quantitative analysis of the static and dynamic impacts of climate change on community resilience in ecologically fragile areas of China
The Relationship between Financial Inclusion and Monetary Policy
Violent disequilibrium
Giving or receiving
A new look to the tourism and economic growth nexus
The dynamics of US foreign aid decisions
Exchange rate parities and Taylor rule deviations
External shocks, cross-border flows and macroeconomic risks in emerging market economies
Revisiting US food aid and civil conflict
Long-term determinants of income inequality
Heterogeneous decision-making and market power
‘Investing’ in care for old age? An examination of long-term care expenditure dynamics and its spillovers
Effect of automation on unemployment
Artificial intelligence and average wages in Southern Africa
Financial inclusion and migrant remittances in Sub-Saharan Africa
Is the resurgence in conflict across sub-Saharan Africa rooted in inequality
Averaging Estimation for Instrumental Variables Quantile Regression
Immigration, policies of integration and healthcare expenditure
Crime dynamics of home-sharing
Reconsider the role of digital revolution in public sector during the time of climate risk
The roles of technology and Kyoto Protocol in energy transition towards COP26 targets
The impact of innovation on economic growth among G7 and BRICS countries
Direct network effects in electric vehicle adoption
Geopolitical Risk and Military Spending
Towards sustainability
Exploring serial patterns in negative hotel reviews
Impact of Covid-19 on Asean tourism industry
The state and the environment
Regional development trap in Turkey
Enhancing women’s engagement in economic activities through information and communication technology deployment
Examining the sustainable development approach of migrants' remittances and financial development in sub‐Saharan African countries
An inquiry into urban carrying capacity of sustainable development demonstration belt of China
The global impact of financial development on renewable energy in a panel structural vector autoregression analysis
Balancing act
Re‐Unveiling the energy efficiency impact
Revisiting the Macroeconomic Impact of Benefits Generosity
Vulnerability of Emerging Europe in external adjustment and financing mechanisms
Vulnerability of Emerging Europe in external adjustment and financing mechanisms
Effective International Tourism Management
Persistent Agricultural Shocks and Child Poverty
Economic complexity and environmental sustainability
Developing sustainable and resilient agriculture system of European countries in the rise of digital governance
Assessing the influences of green foreign direct investments on green material accounting finance
Unlocking the Puzzle
The state house prices make
Sustainable development, renewable energy transformation and employment impact in the EU
Climate change, macroeconomic sensitivity and the response of remittances to the North African countries
Achieving energy efficiency and sustainable development through governance
Consistent Estimation of Multiple Breakpoints in Dependence Measures
Semiparametric Estimation of First-Price Auction Models
Adaptive Elastic Net for Generalized Methods of Moments
Identification of a Triangular Two Equation System Without Instruments
Culling the Herd of Moments with Penalized Empirical Likelihood
Semiparametric Spatial Autoregressive Models With Endogenous Regressors
Testing for Trend Specifications in Panel Data Models
Adaptive Elastic Net GMM Estimation With Many Invalid Moment Conditions
Dynamic Interactions Between Circular Economy, Technological Innovation, and Renewable Energy for Sustainable Development
Do innovation and human capital actually narrow the technology gap? Champions and laggards of European regional productive performance
On the persistence and complementarities of design and technological change
Climate Justice in the Brazilian Amazon
Informalidade na América Latina
The dynamic association between healthcare spending, CO2 emissions, and human development index in OECD countries
Can systemic governance of smart cities catalyse urban sustainability
Impact of environmental technology, economic complexity, and geopolitical risk on carbon emission inequality in developed and developing countries
Revisiting the role of climate change on crop production
Could alternative energy sources in the transport sector decarbonise the economy without compromising economic growth
Competition, diversification and performance in dual banking
External imbalances in emerging and advanced European countries
Human capital, housing prices, and regional economic development
How urbanization influence urban land consumption intensity
What is the influence of FDI and international people flows on environment and growth in OECD countries? A panel study
Understanding the dynamic relationship between smart city implementation and urban sustainability
Determinantes de la desigualdad en la Comunidad Andina
Size isn't everything
The Political Economy of Intellectual Property Piracy
Modeling energy prices and inclusive growth in Sub-Saharan Africa
The Nexus Between Pro-poor Growth, Inequality, Institutions and Poverty
La relación entre la infraestructura de conocimiento científico y el crecimiento industrial brasileño
Does Increasing Product Complexity and Diversity Cause Economic Growth in the Long-Run? A GMM Panel VAR Evidence
Efficient estimation of models for dynamic panel data
Panel Data and Unobservable Individual Effects
Fitting autoregressive models for prediction
The Determination of the Order of an Autoregression
Formulation and estimation of dynamic models using panel data
Estimating Vector Autoregressions with Panel Data
Some Tests of Specification for Panel Data
Estimating the Dimension of a Model
Another look at the instrumental variable estimation of error-components models
Large Sample Properties of Generalized Method of Moments Estimators
On the Estimation of Panel-Data Models With Serial Correlation When Instruments Are Not Strictly Exogenous
Convergence of Stochastic Processes
| Obras citantes distintas | 95 |
|---|---|
| Citações por ano | 3,8 |
| Intervalo de citações | 2001 - 2026 (26) |
| Velocidade de citação | current |
| Altamente citado | Não |
| Tipos de citação | Neutras: 91 |