Keywords
EstimatorGeneralized method of momentsMoment (physics)Monte Carlo methodPanel dataEconometricsMathematicsEstimationApplied mathematicsStatisticsEconomics
Affiliated Institutions
Related Publications
Econometric Analysis of Cross Section and Panel Data
The second edition of this acclaimed graduate text provides a unified treatment of two methods used in contemporary econometric research, cross section and data panel methods. B...
Estimating Autocorrelations in Fixed-Effects Models
This paper discusses the estimation of serial correlation in fixed effects models for longitudinal data. Like time series data, longitudinal data often contain serially correlat...
Leadership and Organizational Performance: A Study of Large Corporations
Leadership influence in large complex organizations, though commonly assumed to be greatly significant, is normally not studied in terms of the variance accounted for in organiz...
Finance and Growth: Schumpeter Might Be Right
Finance matters. The level of a country's financial development helps predict its rate of economic growth for the following 10 to 30 years. The data are consistent with...
Specification and Estimation of Cobb-Douglas Production Function Models
In this paper we consider the specification and estimation of the Cobb-Douglas production function model.After reviewing the "traditional" specifying assumptions for the model w...
Publication Info
- Year
- 1998
- Type
- article
- Volume
- 87
- Issue
- 1
- Pages
- 115-143
- Citations
- 20471
- Access
- Closed
External Links
Social Impact
Altmetric
PlumX Metrics
Social media, news, blog, policy document mentions
Citation Metrics
20471
OpenAlex
Cite This
Richard Blundell,
Stephen Bond
(1998).
Initial conditions and moment restrictions in dynamic panel data models.
Journal of Econometrics
, 87
(1)
, 115-143.
https://doi.org/10.1016/s0304-4076(98)00009-8
Identifiers
- DOI
- 10.1016/s0304-4076(98)00009-8