Curtin University Homepage
  • Library
  • Help
    • Admin

    espace - Curtin’s institutional repository

    JavaScript is disabled for your browser. Some features of this site may not work without it.
    View Item 
    • espace Home
    • espace
    • Curtin Research Publications
    • View Item
    • espace Home
    • espace
    • Curtin Research Publications
    • View Item

    A Comparative Analysis of Different IV and GMM Estimators of Dynamic Panel Data Models

    Access Status
    Fulltext not available
    Authors
    Harris, Mark
    Mátyás, L.
    Date
    2004
    Type
    Journal Article
    
    Metadata
    Show full item record
    Citation
    Harris, M.N. and Mátyás, L. 2004. A Comparative Analysis of Different IV and GMM Estimators of Dynamic Panel Data Models. International Statistical Review. 72 (3): pp. 397-448.
    Source Title
    International Statistical Review
    DOI
    10.1111/j.1751-5823.2004.tb00244.x
    ISSN
    0306-7734
    Faculty
    Faculty of Business and Law
    School
    School of Economics, Finance and Property
    URI
    http://hdl.handle.net/20.500.11937/81809
    Collection
    • Curtin Research Publications
    Abstract

    It is well known that the usual procedures for estimating panel data models are inconsistent in the dynamic setting. A large number of consistent estimators however, have been proposed in the literature. This paper provides a survey of the majority of mainstream estimators, which tend to consist of IV and GMM ones. It also considers a newly proposed extension to the promising Wansbeek-Bekker estimator (Harris & Matyas, 2000). To provide guidance to the applied researcher working on micro-datasets, the small sample performance of these estimators is evaluated using a set of Monte Carlo experiments.

    Related items

    Showing items related by title, author, creator and subject.

    • Parametric estimation for randomly censored autocorrelated data.
      Sithole, Moses M. (1997)
      This thesis is mainly concerned with the estimation of parameters in autoregressive models with censored data. For convenience, attention is restricted to the first-order stationary autoregressive (AR(1)) model in which ...
    • Towards a unified theory of GNSS ambiguity resolution
      Teunissen, Peter (2003)
      Abstract. In this invited contribution a brief review will be presented of the integer estimation theory as developed by the author over the last decade and which started with the introduction of the LAMBDA method in 1993. ...
    • Estimation of tropospheric wet delay from GNSS measurements
      Lo, Johnny Su Hau (2011)
      The determination of the zenith wet delay (ZWD) component can be a difficult task due to the dynamic nature of atmospheric water vapour. However, precise estimation of the ZWD is essential for high-precision Global ...
    Advanced search

    Browse

    Communities & CollectionsIssue DateAuthorTitleSubjectDocument TypeThis CollectionIssue DateAuthorTitleSubjectDocument Type

    My Account

    Admin

    Statistics

    Most Popular ItemsStatistics by CountryMost Popular Authors

    Follow Curtin

    • 
    • 
    • 
    • 
    • 

    CRICOS Provider Code: 00301JABN: 99 143 842 569TEQSA: PRV12158

    Copyright | Disclaimer | Privacy statement | Accessibility

    Curtin would like to pay respect to the Aboriginal and Torres Strait Islander members of our community by acknowledging the traditional owners of the land on which the Perth campus is located, the Whadjuk people of the Nyungar Nation; and on our Kalgoorlie campus, the Wongutha people of the North-Eastern Goldfields.