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On bias, inconsistency, and efficiency of various estimators in dynamic panel data models - MaRDI portal

On bias, inconsistency, and efficiency of various estimators in dynamic panel data models (Q1899226)

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scientific article; zbMATH DE number 803336
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On bias, inconsistency, and efficiency of various estimators in dynamic panel data models
scientific article; zbMATH DE number 803336

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    On bias, inconsistency, and efficiency of various estimators in dynamic panel data models (English)
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    13 February 1996
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    least-squares dummy variables estimator
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    generalized method of moments estimators
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    bias correction
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    unobserved heterogeneity
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    tables
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    panel data
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    lagged dependent explanatory variables
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    simulation
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    instrumental variable type estimators
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