Estimating Long and Short Run Effects in Static Panel Models

DOI10.1081/ETC-200028201zbMath1133.62377OpenAlexW2084137301MaRDI QIDQ3157842

Michael Pfaffermayr, Peter Egger

Publication date: 19 January 2005

Published in: Econometric Reviews (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1081/etc-200028201

zbMATH Keywords

small sample bias

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Monte Carlo methods (65C05)

Cites Work

• Simultaneous equations and panel data
• Time series: theory and methods.
• Convergence of the static estimation toward the long run effects of dynamic panel data models
• The Validity of Cross-Sectionally Estimated Behavior Equations in Time Series Applications
• Asymptotic consequences of neglected dynamics in individual effects models*
• Neglected dynamics in panel data models; consequences and detection in finite samples*
• Unnamed Item

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