of bias of (generalized) MMestimators tends to increase with the number of moment conditions exploited. Forvarious … feedbacks none of the techniques examined dominates. However, asimple bias corrected LS estimator which presupposes strict …

The relative magnitudes are compared of successive terms in a higher-order asymptotic expansion of the bias of the LSDV … estimator in dynamic panels. We find that the leading term accounts for the major part of the actual bias in small samples. This … implies that bias correction procedures can be based on relatively simple bias approximation formulas. …

small samples. The nearly unbiased estimatoris derived as a bias correction of the within estimator (least squares dummy …

sample bias. An application to panel production function data for the US is provided and confirms these theoretical and …

-individual estimators in short panels, we develop bias corrections. These corrections are based on higher-order asymptotic expansions of the … estimators have asymptotic biases of the same order as their asymptotic standard deviations. The bias corrections remove the bias …

the bias in the first-order conditions as a function of the autoregressive parameter and solving the resulting equation …