Concepedia
SSRN Electronic Journal · 2009 · 58 citations · 171 references
Open access
171
Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations
Manuel Arellano, Stephen Bond · The Review of Economic Studies · 1991 · 32.1K citations
Gmm Residuals, Labor Market Participation, Serial Correlation +18
Initial conditions and moment restrictions in dynamic panel data models
Richard Blundell, Stephen Bond · Journal of Econometrics · 1998 · 21K citations
Dynamic Economic Model, Dynamic Economics, Econometric Model +9
Another look at the instrumental variable estimation of error-components models
Manuel Arellano, Olympia Bover · Journal of Econometrics · 1995 · 19.1K citations
Econometric Model, Parameter Estimation, Engineering +9
Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy
Lawrence J. Christiano, Martin Eichenbaum, Charles L. Evans · Journal of Political Economy · 2005 · 5.9K citations
Economic Fluctuation, Alternative Monetary Regime, Monetary Policy +16
A finite sample correction for the variance of linear efficient two-step GMM estimators
Frank Windmeijer · Journal of Econometrics · 2004 · 5.7K citations
Finite Sample Correction, Parameter Estimation, Engineering +7