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...
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| المؤلفون الرئيسيون: | , |
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| التنسيق: | text |
| اللغة: | English |
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Institutional Knowledge at Singapore Management University
2007
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| الموضوعات: | |
| الوصول للمادة أونلاين: | 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 |
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| المؤسسة: | Singapore Management University |
| اللغة: | English |