Concepedia
Pacific-Basin Finance Journal · 2020 · 51 citations · 41 references
EconomicsMonetary PolicyFinancial SystemInternational FinanceCentral BankingFinancial IntermediationBusinessIslamic FinanceIslamic BankCross-country EvidenceFinance
41
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
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 · 9K citations · Full text
Applied Economics, Applied Econometrics, General Estimators +16
Biases in Dynamic Models with Fixed Effects
Stephen Nickell · Econometrica · 1981 · 8.4K citations
Dynamic Economic Model, Bias, Experimental Economics +7