International Journal

Initial conditions and moment restrictions in dynamic panel data models

Authors

Richard W. Blundell, Stephen R. Bond

Journal

Working paper series - Institute for Fiscal Studies/Working papers

Year Published

1995

Citations

14750 citations

Type

Report

Language

EN

Topics & Concepts

Estimator (0.89) Autoregressive model (0.73) Mathematics (0.72) Moment (physics) (0.72) Generalized method of moments (0.62)

Abstract

Initial conditions and moment restrictions in dynamic panel data models - Full text available via OpenAlex

Author Details

Richard W. Blundell

ORCID

Stephen R. Bond

ORCID

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