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A Monte Carlo evaluation of some common panel data estimators when serial correlation and cross-sectional dependence are both present
Reed, W. Robert (contributor); Ye, Haichun (contributor) - 2007
Persistent link: https://www.econbiz.de/10003743457
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Which panel data estimator should I use?
Reed, W. Robert; Ye, Haichun - In: Applied economics 43 (2011) 7/9, pp. 985-1000
Persistent link: https://www.econbiz.de/10009124342
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Which panel data estimator should I use?
Reed, W. Robert; Ye, Haichun - In: Applied Economics 43 (2009) 8, pp. 985-1000
This study employs Monte Carlo experiments to evaluate the performances of a number of common panel data estimators when serial correlation and cross-sectional dependence are both present. It focuses on fixed effects models with less than 100 cross-sectional units and between 10 and 25 time...
Persistent link: https://www.econbiz.de/10009279798
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Which panel data estimator should I use?
Reed, W. Robert; Ye, Haichun - In: Applied economics 43 (2011) 8, pp. 985-1001
Persistent link: https://www.econbiz.de/10008899858
Cover Image
A Monte Carlo Evaluation of Some Common Panel Data Estimators when Serial Correlation and Cross-sectional Dependence are Both Present
Reed, W. Robert; Ye, Haichun - Department of Economics and Finance, College of … - 2007
This study employs Monte Carlo experiments to evaluate the performances of a number of common panel data estimators when serial correlation and cross-sectional dependence are both present. It focuses on fixed effects models with less than 100 cross-sectional units and between 10 and 25 time...
Persistent link: https://www.econbiz.de/10005111061