Concepedia
Journal of International Financial Markets Institutions and Money · 2019 · 43 citations · 96 references
Open access
BusinessBusiness EconomicsFinanceBankingCorporate FinanceFinancial EconomicsBanking RegulationCommercial BankingBank Lending To Small FirmsBank Market StructureSmall Firm FinancingSme Finance
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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
How to do Xtabond2: An Introduction to Difference and System GMM in Stata
David Roodman · The Stata Journal Promoting communications on statistics and Stata · 2009 · 9.4K citations · Full text
Social Sciences, Economics, Econometrics +13
A finite sample correction for the variance of linear efficient two-step GMM estimators
Frank Windmeijer · Journal of Econometrics · 2004 · 5.8K citations