GMM Estimation from Incomplete and Rotating Panels
We consider the general problem of estimation and testing from a sequence of overlapping moment conditions generated by incomplete or rotating panel data. The crucial idea of our suggested method is to separate the problem of moment choice from that of estimation of optimal instruments. We propose a...
|Place of publication:||
|published in:||Annals of economics and statistics no. 134; pp. 5 - 42|
|Data of publication:||20190601|
|Online Access:||available in Bonn?|
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