Exploiting information from singletons in panel data analysis: A GMM approach

C-Tier
Journal: Economics Letters
Year: 2020
Volume: 186
Issue: C

Score contribution per author:

0.335 = (α=2.01 / 3 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

We propose a novel procedure, built within a Generalized Method of Moments framework, which exploits unpaired observations (singletons) to increase the efficiency of longitudinal fixed effect estimates. The approach allows increasing estimation efficiency, while properly tackling the bias due to unobserved time-invariant characteristics. We assess its properties by means of Monte Carlo simulations, and apply it to a traditional Total Factor Productivity regression, showing efficiency gains of approximately 8–9 percent.

Technical Details

RePEc Handle
repec:eee:ecolet:v:186:y:2020:i:c:s0165176519302447
Journal Field
General
Author Count
3
Added to Database
2026-01-24