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GMM Estimation for Dynamic Panels with Fixed Effects and Strong Instruments at Unity. (2007). Phillips, Peter ; Han, Chirok.
In: Cowles Foundation Discussion Papers.
RePEc:cwl:cwldpp:1599.

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  1. Futures Commodities Prices and Media Coverage. (2013). Torero, Maximo ; Almanzar, Miguel ; von Grebmer, Klaus.
    In: Discussion Papers.
    RePEc:ags:ubzefd:149414.

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  2. APPLICATION OF A DYNAMIC PANEL DATA ESTIMATOR TO CROSS-COUNTRY COFFEE DEMAND: A TALE OF TWO ERAS. (2009). Hall, Viv ; Webb, Michael S..
    In: Journal of Economic Development.
    RePEc:jed:journl:v:34:y:2009:i:1:p:1-17.

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  3. Angelica Gonzalez. (2007). Gonzalez, Angelica .
    In: ESE Discussion Papers.
    RePEc:edn:esedps:168.

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  4. Indirect Inference for Dynamic Panel Models. (2006). Yu, Jun ; Phillips, Peter ; gourieroux, christian.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1550.

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References

References cited by this document

  1. Ahn, S. C. and P. Schmidt (1995). Efficient Estimation of Models for Dynamic Panel Data. Jonrmal of Ecomometrics, 68, 5-27.

  2. Alvarez, J. and M. Arellano (2003). The Time Series and Cross-Section Asymptotics of Dynamic Panel Data Estimators. Ecomometrica, 71(4), 1121-1159.

  3. Anderson, T. W. and C. Hsiao (1981). Estimation of Dynamic Models with Error Components. Jonrmal of Americam Statistical Associatiom, 76, 598-606.
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  4. Arellano, M. and S. Bond (1991). Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations. Review of Ecomomic Stndies, 58, 277-297.

  5. Blundell, R. and S. Bond (1998). Initial Conditions and Moment Restrictions in Dynamic Panel Data Models. Jonrmal of Ecomometrics, 87, 115-143.

  6. Breitung, J. (2000). The Local Power of Some Unit Root Tests for Panel Data, in: B. Baltagi (ed.), Nomstatiomary Pamels, Pamel Coimtegratiom, amd Dymamic Pamels, Advamces im Ecomometrics, Vol. 15, JAI: Amsterdam, 161-178.
    Paper not yet in RePEc: Add citation now
  7. Han, C. and P. C. B. Phillips (2006). GMM with Many Moment Conditions. Ecomometrica, 74, 147-192.

  8. Hsiao, C., M. H. Pesaran, and A. K. Tahmiscioglu (2002). Maximum Likelihood Estimation of Fixed Effects Dynamic Panel Data Models Covering Short Time Periods. Jonrmal of Ecomometrics, 109, 107-iSO.

  9. Im, K. S., M. H. Pesaran, and Y. Shin (1997). Testing for Unit Roots in Heterogeneous Panels. Working paper, University of Cambridge.

  10. Im, K. S., S. C. Ahn, P. Schmidt, and J. Wooldridge (1999). Efficient Estimation of Panel Data Models with Strictly Exogenous Explanatory Variables~-A Monte Carlo Study. Jonrmal of Ecomometrics, 93(1), 177-201.

  11. Kallenberg, 0. (2002). Fonmdatioms of Moderm Probability, second edition. Springer.
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  12. Levin, A. and C. F. Lin (1992). Unit Root Test in Panel Data: Asymptotic and Finite Sample Properties. University of California at San Diego, Discussion paper 92-93.
    Paper not yet in RePEc: Add citation now
  13. Moon, H. R., B. Perron, and P. C. B. Phillips (2006a). On the Breitung Test for Panel Unit Roots and Local Asymptotic Power. Ecomometric Theory, forthcoming.

  14. Moon, H. R., B. Perron, and P. C. B. Phillips (2006b). Incidental Trends and the Power of Panel Unit Root Tests. Working paper.

  15. Moon, H.R. and B. Perron (2004): Asymptotic Local Power of Pooled t-ratio Tests for Unit Roots in Panels with Fixed Effects, Mimeo.

  16. Phillips, P. C. B. and C. Han (2005). Gaussian Inference in AR(1) Times Series with or without Unit Root. Unpublished manuscript.
    Paper not yet in RePEc: Add citation now
  17. Phillips, P. C. B. and D. Sul (2004). Bias in Dynamic Panel Estimation with Fixed Effects, Incidental Trends and Cross Section Dependence. Working paper.

  18. Phillips, P. C. B. and H. R. Moon (1999). Linear Regression Limit Theory for Nonstationary Panel Data. Ecomometrica, 67(5), 1057-lill.

  19. Phillips, P. C. B. and V. Solo (1992). Asymptotics for Linear Processes. The Ammals of Statistics, 20(2), 971-lOOl.
    Paper not yet in RePEc: Add citation now
  20. Ploberger, W. and P. C. B. Phillips (2002). Optimal Testing for Unit Roots in Panel Data, Mimeo.
    Paper not yet in RePEc: Add citation now
  21. Staiger, D. and J. H. Stock (1997). Instrumental Variables Regression with Weak Instruments. Ecomometrica, 65(3), 557-586.

  22. Stock, J. H. and J. H. Wright (2000). GMM with Weak Identification. Ecomometrica, 68(5), 1055-1096.

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