Bias-corrected estimation in dynamic panel data models with heteroscedasticity
type: Item
instance of: scholarly article
title: Bias-corrected estimation in dynamic panel data models with heteroscedasticity
zbMATH Open document ID: 1255.62340
author: Maurice J. G. Bun
author: Martin A. Carree
published in: Economics Letters
publication date: 2013-01-08T00:00:00Z
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 62F10
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 6123391
zbMATH Keywords: bias correction
zbMATH Keywords: least squares dummy variable estimator
MaRDI profile type: Publication
full work available at URL: j.econlet.2006.02.008
OpenAlex ID: W2086556222
cites work: Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations
cites work: Another look at the instrumental variable estimation of error-components models
cites work: Initial conditions and moment restrictions in dynamic panel data models
cites work: On the diminishing returns of higher-order terms in asymptotic expansions of bias
cites work: Asymptotically Unbiased Inference for a Dynamic Panel Model with Fixed Effects when Both n and T Are Large
cites work: A bias-corrected least squares estimator of dynamic panel models
cites work: On bias, inconsistency, and efficiency of various estimators in dynamic panel data models
cites work: Biases in Dynamic Models with Fixed Effects
cites work: Bias in dynamic panel estimation with fixed effects, incidental trends and cross section dependence
DOI: 10.1016/J.ECONLET.2006.02.008
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description: scientific article; zbMATH DE number 6123391