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...

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Bibliographic details
Main Author: Albarrán, Pedro
Arellano, Manuel
Format: Journal Article
Language: English
Place of publication: GENES 01.06.2019
published in: Annals of economics and statistics no. 134; pp. 5 - 42
Data of publication: 20190601
ISSN: 2115-4430
EISSN: 1968-3863
Discipline: Economics
Online Access: available in Bonn?
Database: CrossRef
OpenAIRE (Open Access)
Database information Databases - DBIS