IV Estimation of Panels with Factor Residuals

By D. Robertson, Vasilis Sarafidis, J. Symons. 2010

67 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/d4c8335e116e7bd22b523be5a2e800dc4b115b57

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1. Kazuhiko Hayakawa
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Citations in the corpus

• Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors and a Multifactor Error Structure (2019, unknown): “2Estimation of such models for short panel is considered by Ahn et al. (2013) and Robertson and Sarafidis (2015).”
• THE ASYMPTOTIC PROPERTIES OF THE SYSTEM GMM ESTIMATOR IN DYNAMIC PANEL DATA MODELS WHEN BOTH N AND T ARE LARGE (2015, background): “These include Phillips and Sul (2003, 2007), Sarafidis and Robertson (2009), Sarafidis, Yamagata and Robertson (2009), Robertson, Sarafidis, and Symons (2010), Sarafidis and Yamagata (2010), Moon and Weidner (2010), and Hayakawa (2012).”