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Consistent model and moment selection procedures for GMM estimation with application to dynamic panel data models
Journal of Econometrics · 2001 · Vol. 101(1) · pp. 123–164
Donald W. K. Andrews✉(Yale University)Biao Lu(University of Michigan–Ann Arbor)
Spatial and Panel Data AnalysisEnergy, Environment, Economic GrowthEnvironmental Impact and SustainabilityMoment (physics)Model selectionEndogeneitySelection (genetic algorithm)EconometricsMathematicsMonte Carlo methodPanel dataGeneralized method of momentsStatistic
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References
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Efficient estimation of models for dynamic panel data
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