Approximating the bias of the LSDV estimator for dynamic unbalanced panel data models

DOI10.1016/j.econlet.2005.01.005zbMath1255.62339OpenAlexW2111557483MaRDI QIDQ1927842

Giovanni S. F. Bruno

Publication date: 2 January 2013

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2005.01.005

zbMATH Keywords

Monte Carlo experimentdynamic panel databias approximationunbalanced panels

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10) Monte Carlo methods (65C05)

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Cites Work

• Unnamed Item
• On bias, inconsistency, and efficiency of various estimators in dynamic panel data models
• On the diminishing returns of higher-order terms in asymptotic expansions of bias
• Estimating dynamic panel data models: A guide for macroeconomists
• Biases in Dynamic Models with Fixed Effects

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