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Economics Letters, ISSN 0165-1765, 11/2016, Volume 148, p. 59
For two stage least squares estimation (2SLS) with panel data, Baltagi and Li (1992) have shown that Baltagi’s (1981) error-component 2SLS and Balestra and... 
Studies | Efficiency | Estimating techniques | Comparative analysis
Journal Article
Economics Letters, ISSN 0165-1765, 11/2016, Volume 148, p. 59
  For two stage least squares estimation (2SLS) with panel data, Baltagi and Li (1992) have shown that Baltagi's (1981) error-component 2SLS and Balestra and... 
Studies | Economic models | Simulation | Correlation analysis | Estimating techniques | Random variables | Asymptotic methods
Journal Article
Economics letters, ISSN 0165-1765, 11/2016, Volume 148, pp. 59 - 59
For two stage least squares estimation (2SLS) with panel data, Baltagi and Li (1992) have shown that Baltagi's (1981) error-component 2SLS and Balestra and... 
Studies | Correlation analysis | Estimating techniques | Random variables | Asymptotic methods
Journal Article
Economics Letters, ISSN 0165-1765, 11/2016, Volume 148, pp. 59 - 62
For two stage least squares estimation (2SLS) with panel data, Baltagi and Li (1992) have shown that Baltagi’s (1981) error-component 2SLS and Balestra and... 
EC2SLS | Random effects | Panel data | Two stage least squares | Efficiency | G2SLS | ERROR-COMPONENTS | PANEL-DATA | ECONOMIC-MODEL | CRIME | ECONOMICS | SIMULTANEOUS-EQUATIONS
Journal Article
Asian Economic Papers, ISSN 1535-3516, 06/2018, Volume 17, Issue 2, pp. 70 - 93
Journal Article
Economics Letters, ISSN 0165-1765, 12/2008, Volume 101, Issue 3, pp. 285 - 287
In this paper we propose a simple L -GMM consistent estimator for linear structural equations models when some instruments are invalid. A simple method to... 
Invalid instruments | Instrumental variables | GMM | Over-identification test | Instrumental variables Invalid instruments L1-GMM Over-identification test
Journal Article
Handbook of Statistics, ISSN 0169-7161, 2019
GMM methods for estimating dynamic panel regression models are heavily used in applied work in many areas of economics and more widely in the social and... 
Difference GMM | Within-group estimation | Bias | Dynamic panel | System GMM
Journal Article
Economics letters, ISSN 0165-1765, 09/2014, Volume 124, Issue 3, pp. 500 - 503
In the standard generalized method of moments estimation of dynamic panel data models, the constant term is usually omitted from instrument sets. As a result,... 
Journal Article
Economics Letters, ISSN 0165-1765, 09/2014, Volume 124, Issue 3, p. 500
  In the standard generalized method of moments estimation of dynamic panel data models, the constant term is usually omitted from instrument sets. As a... 
Studies | Economic models | Estimation bias | Numerical analysis | Estimating techniques | Generalized method of moments
Journal Article
Journal of Economic Theory and Econometrics, ISSN 1229-2893, 03/2018, Volume 29, Issue 1, pp. 1 - 25
Journal Article
Economics letters, ISSN 0165-1765, 02/2015, Volume 127, pp. 89 - 92
This note derives the correct limit distributions of the Anderson-Hsiao (1981) levels and differences instrumental variable estimators, provides comparisons... 
Journal Article
Journal of econometrics, ISSN 0304-4076, 07/2013, Volume 175, Issue 1, pp. 35 - 45
First difference maximum likelihood (FDML) seems an attractive estimation methodology in dynamic panel data modeling because differencing eliminates fixed... 
Journal Article
Journal of Preventive Medicine and Public Health, ISSN 1975-8375, 07/2017, Volume 50, Issue 4, pp. 262 - 267
The US ranks ninth in obesity in the world, and approximately 7% of US adults experience major depressive disorder. Social isolation due to the stigma attached... 
Body mass index | Obesity | Depression | Social isolation | Body Mass Index | Depressive Disorder, Major - etiology | Obesity - complications | Humans | Middle Aged | Risk Factors | Male | Adult | Female | Obesity - diagnosis | Aged | Depressive Disorder, Major - diagnosis | Social Isolation | Original | 예방의학
Journal Article
Economics Letters, ISSN 0165-1765, 12/2008, Volume 101, Issue 3, p. 285
In this paper we propose a simple L.sub.1-GMM consistent estimator for linear structural equations models when some instruments are invalid. A simple method to... 
Journal Article
ASIAN ECONOMIC PAPERS, ISSN 1535-3516, 06/2018, Volume 17, Issue 2, pp. 70 - 93
Since the currency crisis in 1998, Korea has experienced continuous current account surpluses. Recently, the current account surplus increased more... 
MODELS | ECONOMICS
Journal Article
Economic Inquiry, ISSN 0095-2583, 04/2016, Volume 54, Issue 2, pp. 1240 - 1250
Journal Article
Economic inquiry, ISSN 0095-2583, 04/2016, Volume 54, Issue 2, pp. 1240 - 1240
This article provides an empirical measure to compare incentive effects of different tournament structures. Although there have been many theoretical attempts... 
Studies | Performance evaluation | South Korea | Incentives
Journal Article
Economic Inquiry, ISSN 0095-2583, 04/2016, Volume 54, Issue 2, p. 1240
  This article provides an empirical measure to compare incentive effects of different tournament structures. Although there have been many theoretical... 
Studies | Performance evaluation | Incentives | Comparative analysis | Game theory
Journal Article
Econometric Theory, ISSN 0266-4666, 2014, Volume 30, Issue 1, pp. 201 - 251
This paper introduces a new estimation method for dynamic panel models with fixed effects and AR(p) idiosyncratic errors. The proposed estimator uses a novel... 
REGRESSION | AUTOREGRESSION | MAXIMUM-LIKELIHOOD-ESTIMATION | STATISTICS & PROBABILITY | INFERENCE | LIMIT THEORY | ERROR-COMPONENTS | MATHEMATICS, INTERDISCIPLINARY APPLICATIONS | MATRIX ESTIMATOR | UNIT-ROOT | TIME-SERIES | SOCIAL SCIENCES, MATHEMATICAL METHODS | ECONOMICS | COVARIANCE | Studies | Economic theory | Estimating techniques
Journal Article
Economics Letters, ISSN 0165-1765, 2008, Volume 101, Issue 3, pp. 285 - 287
In this paper we propose a simple -GMM consistent estimator for linear structural equations models when some instruments are invalid. A simple method to detect... 
Invalid instruments | Instrumental variables | L1-GMM | Over-identification test | REGRESSION | WEAK INSTRUMENTS | GMM | ECONOMICS
Journal Article
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