This paper presents specification tests that are applicable after estimating a dynamic model from panel data by the generalized method of moments (GMM), and studies the practica...
In this paper we consider estimation of the autoregressive error components model. When the autoregressive parameter is moderately large and the number of time series observatio...
This paper reviews econometric methods for dynamic panel data models, and presents examples that illustrate the use of these procedures. The focus is on panels where a large num...
h-index: Number of publications with at least h citations each.