A note on bias-corrected estimation in dynamic panel data models

DOI10.1016/J.ECONLET.2012.12.013zbMath1284.62561OpenAlexW2158365789MaRDI QIDQ2444321

Artūras Juodis

Publication date: 9 April 2014

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

Full work available at URL: https://doi.org/10.1016/j.econlet.2012.12.013

zbMATH Keywords

heteroscedasticitydynamic panel databias correctionfixed \(T\) consistency

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (5)

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