Stephen Bond
Stephen Bond is a British economist at Nuffield College, Oxford, Oxford, specialising in applied microeconometrics, particularly the investment and financial behaviour of firms. Together with Manuel Arellano, he developed the Arellano–Bond estimator, a widely used GMM estimator for panel data.RePEc lists the paper as the .Publications
- Arellano, M. and Bond, S., 1991. Some tests of specification for panel data: Monte Carlo evidence and an application to employment equations. The review of economic studies, 58, pp.277-297.
- Blundell, R. and Bond, S., 1998. Initial conditions and moment restrictions in dynamic panel data models. Journal of econometrics, 87, pp.115-143.
- Bloom, N., Bond, S. and Van Reenen, J., 2007. Uncertainty and investment dynamics. The review of economic studies, 74, pp.391-415.
- Bond, S. and Meghir, C., 1994. Dynamic investment models and the firm's financial policy. The Review of Economic Studies, 61, pp.197-222.