Bias in dynamic panel estimation with fixed effects, incidental trends and cross section dependence
Explicit asymptotic bias formulae are given for dynamic panel regression estimators as the cross section sample size N --> ∞. The results extend earlier work by Nickell [1981. Biases in dynamic models with fixed effects. Econometrica 49, 1417-1426] and later authors in several directions that are...
Saved in:
| Main Authors: | , |
|---|---|
| 格式: | text |
| 語言: | English |
| 出版: |
Institutional Knowledge at Singapore Management University
2007
|
| 主題: | |
| 在線閱讀: | https://ink.library.smu.edu.sg/soe_research/284 https://ink.library.smu.edu.sg/context/soe_research/article/1283/viewcontent/Bias_in_dynamic_panel_estimation_2007.pdf |
| 標簽: |
添加標簽
沒有標簽, 成為第一個標記此記錄!
|
| 機構: | Singapore Management University |
| 語言: | English |