Nearly Unbiased Estimationin Dynamic Panel Data Models

This paper introduces two easy to calculate estimators with desirable properties for theautoregressive parameter in dynamic panel data models. The estimators are (nearly) unbiased andperform satisfactorily even for small samples in either the time-series or cross-section dimension.

MoreLess

Year of publication:	2002
Authors:	Carree, Martin A.
Publisher:	Amsterdam and Rotterdam : Tinbergen Institute
Subject:	Panelforschung \| Dynamisches Modell \| Bias \| Theorie \| dynamic panel data \| Nickell bias \| bias-correction

freely available

Full text |

More access options

Check Google Scholar

In German libraries (KVK)

I need help

More details

Series:	Tinbergen Institute Discussion Paper ; 02-008/2
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Working Paper
Language:	English
Other identifiers:	834594188 [GVK] hdl:10419/85804 [Handle] RePEc:dgr:uvatin:20020008 [RePEc]
Classification:	C23 - Models with Panel Data
Source:	EconStor

Persistent link: https://www.econbiz.de/10010324776