A finite sample correction for the variance of linear efficient two-step GMM estimators

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

Large Sample Properties of Generalized Method of Moments Estimators

Lars Peter Hansen · Econometrica · 1982 · 13.9K citations

Natural Sciences, Mathematics, Probability Theory +15

Instrumental Variables Regression with Weak Instruments

Douglas O. Staiger, James H. Stock · Econometrica · 1997 · 7.3K citations

Social Sciences, Economics, Development Economics +12