Judging Contending Estimators by Simulation: Tournaments in Dynamic Panel Data Models
Year of publication: |
2005
|
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Authors: | Kiviet, Jan F. |
Publisher: |
Amsterdam and Rotterdam : Tinbergen Institute |
Subject: | finite sample behavior | generalized method of moments | initial conditions | Monte Carlo methodology | orthogonal parametrizations |
Series: | Tinbergen Institute Discussion Paper ; 05-112/4 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 837393620 [GVK] hdl:10419/86393 [Handle] RePEc:dgr:uvatin:20050112 [RePEc] |
Classification: | C13 - Estimation ; C15 - Statistical Simulation Methods; Monte Carlo Methods ; C23 - Models with Panel Data |
Source: |
-
Judging contending estimators by simulation : tournaments in dynamic panel data models
Kiviet, J. F., (2005)
-
Judging Contending Estimators by Simulation: Tournaments in Dynamic Panel Data Models
Kiviet, Jan F., (2005)
-
Judging Contending Estimators by Simulation: Tournaments in Dynamic Panel Data Models
Kiviet, Jan F., (2005)
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The Accuracy of Inference in Small Samples of Dynamic Panel Data Models
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The Effects of Dynamic Feedbacks on LS and MM Estimator Accuracy in Panel Data Models
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How to implement the Bootstrap in Static or Stable Dynamic Regression Models
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