Biases in dynamic models with fixed effects
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Publication:900054
DOI10.1016/0165-1765(88)90046-8zbMath1328.91252OpenAlexW2042654496MaRDI QIDQ900054
John J. Beggs, Marc L. Nerlove
Publication date: 1 January 2016
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0165-1765(88)90046-8
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84)
Related Items (2)
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
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