Concepedia

Dealing with endogeneity bias: The generalized method of moments (GMM) for panel data

Subhan Ullah, Pervaiz Akhtar, Ghasem Zaefarian

Industrial Marketing Management · 2018 · 1.1K citations · 39 references

Open access

Concepts

Social SciencesEconomicsEconometricsMicroeconomicsBiasGeneralized Method Of MomentsMicroeconometricsPanel Data AnalysisPanel Data MethodsSelection BiasEndogeneity CorrectionFixed-effect EstimatorsGmm EstimationPanel Data EndogeneityPanel Data EstimationPanel Data RegressionPanel Regression Models

References

39

Theory of the firm: Managerial behavior, agency costs and ownership structure

Michael C. Jensen, William H. Meckling · Journal of Financial Economics · 1976 · 70.7K citations

Management, Business Economics, Corporate Governance +16

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 · 32.8K citations

Social Sciences, Economics, Causal Inference +16

Initial conditions and moment restrictions in dynamic panel data models

Richard Blundell, Stephen Bond · Journal of Econometrics · 1998 · 21.8K citations

Social Sciences, Economics, Causal Inference +15

Another look at the instrumental variable estimation of error-components models

Manuel Arellano, Olympia Bover · Journal of Econometrics · 1995 · 19.6K citations

Social Sciences, Biostatistics, Economics +17

Structural Equations with Latent Variables.

Clifford C. Clogg, Kenneth A. Bollen · Contemporary Sociology A Journal of Reviews · 1991 · 17.6K citations

Social Sciences, Behavioral Sciences, Psychology +14