Sargan's Intrumental Variables Estimation and the Generalized Method of Moments

By M. Arellano. 2002

99 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/d2708f578f6b5fef9d87db59a20fd2cab479350d

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Gustavo A. Marrero
2. Guido W. Imbens
3. M. D. Cattaneo
4. Alberto Abadie
5. Paul R. Rosenbaum
6. Dylan S. Small
7. Susan Athey
8. Marco Caliendo

In Statistics and Probability

1. Gustavo A. Marrero
2. Guido W. Imbens
3. M. D. Cattaneo
4. M. Lechner
5. Susan Athey
6. Stefan Wager
7. Alberto Abadie
8. Kosuke Imai

Citations in the corpus

• Greenhouse gases emissions, growth and the energy mix in Europe: a dynamic panel data approach (2009, background): “Moreover, as Arellano (2002) suggests, we have also included some lagged terms of regressors in (1) in order to improve the specification of the DPD model.”
• Instrumental Variables: An Econometrician's Perspective (2014, background): “See Sargan (1958) for a classical paper, and Hillier (1990) and Arellano (2002) for more recent discussions.”