Panel Data Dynamics and Measurement Errors: GMM Bias, IV Validity and Model Fit – A Monte Carlo Study
Year of publication: |
2012-10-24
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Authors: | Biørn, Erik ; Han, Xuehui |
Institutions: | Økonomisk institutt, Universitetet i Oslo |
Subject: | Panel data | Measurement error | ARMA model | GMM | Signal-noise ratio | Error memory | IV validity | Monte Carlo simulation | Finite sample bias |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series Memorandum Number 27/2012 26 pages |
Classification: | C21 - Cross-Sectional Models; Spatial Models ; C23 - Models with Panel Data ; C31 - Cross-Sectional Models; Spatial Models ; C33 - Models with Panel Data |
Source: |
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Biørn, Erik, (2012)
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Biørn, Erik, (2015)
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The measurement error problem in dynamic panel data analysis: Modeling and GMM estimation
Biørn, Erik, (2012)
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Biørn, Erik, (2014)
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What Motivates Farm Couples to Seek Off-farm Labour? A Logit Analysis of Job Transitions
Biørn, Erik, (2013)
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An Econometric Market Model of Capital and Investment Inspired by Haavelmo
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