Do the most frequently used dynamic panel data estimators have the best performance in a small sample? A Monte Carlo comparison
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Publication:5147604
DOI10.17535/crorr.2019.0005zbMath1464.62211OpenAlexW2954347735WikidataQ127557184 ScholiaQ127557184MaRDI QIDQ5147604
Publication date: 27 January 2021
Published in: Croatian Operational Research Review (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.17535/crorr.2019.0005
Estimation in multivariate analysis (62H12) Monte Carlo methods (65C05) Causal inference from observational studies (62D20)
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Cites Work
- Initial conditions and moment restrictions in dynamic panel data models
- Formulation and estimation of dynamic models using panel data
- On bias, inconsistency, and efficiency of various estimators in dynamic panel data models
- Approximating the bias of the LSDV estimator for dynamic unbalanced panel data models
- Estimating dynamic panel data models: A guide for macroeconomists
- A Monte Carlo study of growth regressions
- The weak instrument problem of the system GMM estimator in dynamic panel data models
- GMM Estimation with persistent panel data: an application to production functions
- Orthogonal to backward mean transformation for dynamic panel data models
- Estimating dynamic Panel data. A practical approach to perform long panels.
- Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations
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