GMM estimation for dynamic panels with fixed effects and strong instruments at unity

Mathematics

• Asymptotics 100%
• Cross Section 100%
• Moment Condition 100%
• Autoregressive Coefficient 100%
• Estimation Method 100%
• Dynamic Panel Data Model 100%
• Inference Procedure 100%
• Gaussian Standard 100%

Keyphrases

• Fixed Effects 100%
• Dynamic Panel 100%
• GMM Estimation 100%
• Estimation Method 66%
• Dynamic Panel Model 33%
• Autoregressive Coefficients 33%
• Inference Methods 33%
• Unit Root Test 33%
• Panel Unit Root 33%
• Weak Moment Condition 33%
• Composite Cross-sections 33%
• Incidental Trends 33%
• Panel Data Models with Fixed Effects 33%
• Cross-time 33%

Economics, Econometrics and Finance

• Time Series 100%
• Fixed Effects 100%
• Panel Data Model 50%
• Estimation Theory 50%
• Panel Unit Root 50%