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Keyword: initial conditions ×Clear all

2 claims from 1 paper

1. Economics, Econometrics and Finance › Spatial and Panel Data Analysis

   Initial conditions and moment restrictions in dynamic panel data models

   Blundell and Bond · Working paper series - Institute for Fiscal Studies/Working papers · 1995

   The paper proposes linear estimators for autoregressive panel models that perform better than the usual first-differenced GMM estimator, and reports Monte Carlo simulations showing large improvements.

   Unchecked2 claims
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   1. UncheckedA linear system GMM estimator is strictly more efficient than non-linear GMM when an added restriction on the initial conditions holds.“This estimator is strictly more efficient than non-linear GMM when the additional restriction is valid.”
   2. Unchecked“Monte Carlo simulations are reported which demonstrate the dramatic improvement in performance of the proposed estimators compared to the usual first-differenced GMM estimator, especially for high values of the autoregressive parameter.”