Finite Sample Inference for GMM Estimators in Linear Panel Data Models
By Stephen R. Bond, F. Windmeijer. 2002
113 citations recorded by the source corpus.
Subfields: Economics and Econometrics
View Paper: https://www.semanticscholar.org/paper/f88c55d845690e293d20eca1ea260db71de28db9
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
- Thorsten Beck
- Vítor Castro
- Stephen R. Bond
- Ross Levine
- Iftekhar Hasan
- Alfredo Schclarek
- Asli Demirgüç-Kunt
- Paolo Saona
Citations in the corpus
- Dynamic panel data models: a guide to micro data methods and practice (2002, background): “30 The discussion in this section draws heavily on that in Blundell and Bond (2000) and that in Blundell, Bond and Windmeijer (2000).”
- The Econometrics of Finance and Growth (2008, methodology): “…efficiency gains from using the two-step as opposed to the one-step estimator, while the two-step estimator tends to underestimate the standard errors of the coefficient given that the two-step weight matrix depends on estimated parameters from the one-step estimator (Bond and Windmeijer, 2002).”
- Macroeconomic Determinants of the Credit Risk in the Banking System: The Case of the GIPSI (2013, background): “Saurina (2002), Bonfim (2006), Quagliarello (2007), Bohachova (2006), Cifter et al.”