Matches in SemOpenAlex for { <https://semopenalex.org/work/W1533761761> ?p ?o ?g. }
- W1533761761 endingPage "737" @default.
- W1533761761 startingPage "721" @default.
- W1533761761 abstract "In panel data models with rational expectations the conventional fixed-effects or random-effects treatment of the error components leads to inconsistency because instruments are only predetermined, and not strictly exogenous. In panel data models with predetermined instruments, the standard fixed-effects and random-effects procedures become inconsistent because of similar reasons. The presence of time-invariant individual effects creates certain structure of autocorrelation in the errors, and the conventional panel-data procedures are alternative ways of correcting for this. Efficient estimation and testing strategies in the context of panel data models with rational expectations are quite different from the conventional procedures. The chapter discusses the efficient estimation of such models in a generalized method of moments (GMM) framework, certain specification tests, and certain specification tests where the Euler equation for optimal consumption is estimated and analyzed using the Michigan Panel of Income Dynamics data." @default.
- W1533761761 created "2016-06-24" @default.
- W1533761761 creator A5057126274 @default.
- W1533761761 date "1993-01-01" @default.
- W1533761761 modified "2023-10-18" @default.
- W1533761761 title "26 Panel data models with rational expectations" @default.
- W1533761761 cites W1527002158 @default.
- W1533761761 cites W1549880633 @default.
- W1533761761 cites W1964306383 @default.
- W1533761761 cites W1969284950 @default.
- W1533761761 cites W1970465574 @default.
- W1533761761 cites W1970883168 @default.
- W1533761761 cites W1979626605 @default.
- W1533761761 cites W1981809679 @default.
- W1533761761 cites W1982210423 @default.
- W1533761761 cites W1983867614 @default.
- W1533761761 cites W1985419506 @default.
- W1533761761 cites W1989165031 @default.
- W1533761761 cites W1989248944 @default.
- W1533761761 cites W1990683724 @default.
- W1533761761 cites W1993342758 @default.
- W1533761761 cites W2000190708 @default.
- W1533761761 cites W2000932835 @default.
- W1533761761 cites W2008239076 @default.
- W1533761761 cites W2011157928 @default.
- W1533761761 cites W2013925352 @default.
- W1533761761 cites W2014335114 @default.
- W1533761761 cites W2016732125 @default.
- W1533761761 cites W2020270925 @default.
- W1533761761 cites W2025610165 @default.
- W1533761761 cites W2028995298 @default.
- W1533761761 cites W2029914531 @default.
- W1533761761 cites W2030691535 @default.
- W1533761761 cites W2033549041 @default.
- W1533761761 cites W2047670349 @default.
- W1533761761 cites W2052585874 @default.
- W1533761761 cites W2064051623 @default.
- W1533761761 cites W2067087494 @default.
- W1533761761 cites W2071141323 @default.
- W1533761761 cites W2072286175 @default.
- W1533761761 cites W2073044792 @default.
- W1533761761 cites W2077319586 @default.
- W1533761761 cites W2091241331 @default.
- W1533761761 cites W2092532477 @default.
- W1533761761 cites W2093503007 @default.
- W1533761761 cites W2097978133 @default.
- W1533761761 cites W2112352537 @default.
- W1533761761 cites W2117594039 @default.
- W1533761761 cites W2118943773 @default.
- W1533761761 cites W2173912986 @default.
- W1533761761 cites W2579590739 @default.
- W1533761761 cites W3015951807 @default.
- W1533761761 cites W3121163329 @default.
- W1533761761 cites W3122863717 @default.
- W1533761761 cites W3124633562 @default.
- W1533761761 cites W3125068246 @default.
- W1533761761 cites W2076879578 @default.
- W1533761761 cites W2086932437 @default.
- W1533761761 doi "https://doi.org/10.1016/s0169-7161(05)80061-6" @default.
- W1533761761 hasPublicationYear "1993" @default.
- W1533761761 type Work @default.
- W1533761761 sameAs 1533761761 @default.
- W1533761761 citedByCount "0" @default.
- W1533761761 crossrefType "book-chapter" @default.
- W1533761761 hasAuthorship W1533761761A5057126274 @default.
- W1533761761 hasConcept C105795698 @default.
- W1533761761 hasConcept C117222624 @default.
- W1533761761 hasConcept C126322002 @default.
- W1533761761 hasConcept C149782125 @default.
- W1533761761 hasConcept C151730666 @default.
- W1533761761 hasConcept C162748667 @default.
- W1533761761 hasConcept C168743327 @default.
- W1533761761 hasConcept C2779343474 @default.
- W1533761761 hasConcept C33923547 @default.
- W1533761761 hasConcept C41008148 @default.
- W1533761761 hasConcept C5297727 @default.
- W1533761761 hasConcept C6422946 @default.
- W1533761761 hasConcept C71924100 @default.
- W1533761761 hasConcept C86803240 @default.
- W1533761761 hasConcept C95190672 @default.
- W1533761761 hasConcept C96016098 @default.
- W1533761761 hasConceptScore W1533761761C105795698 @default.
- W1533761761 hasConceptScore W1533761761C117222624 @default.
- W1533761761 hasConceptScore W1533761761C126322002 @default.
- W1533761761 hasConceptScore W1533761761C149782125 @default.
- W1533761761 hasConceptScore W1533761761C151730666 @default.
- W1533761761 hasConceptScore W1533761761C162748667 @default.
- W1533761761 hasConceptScore W1533761761C168743327 @default.
- W1533761761 hasConceptScore W1533761761C2779343474 @default.
- W1533761761 hasConceptScore W1533761761C33923547 @default.
- W1533761761 hasConceptScore W1533761761C41008148 @default.
- W1533761761 hasConceptScore W1533761761C5297727 @default.
- W1533761761 hasConceptScore W1533761761C6422946 @default.
- W1533761761 hasConceptScore W1533761761C71924100 @default.
- W1533761761 hasConceptScore W1533761761C86803240 @default.
- W1533761761 hasConceptScore W1533761761C95190672 @default.
- W1533761761 hasConceptScore W1533761761C96016098 @default.
- W1533761761 hasLocation W15337617611 @default.