We assess the bias and the efficiency of state-of-the-art dynamic panel data estimators by means of model-based Monte … data, the results obtained with the different panel data estimators range from 0.03% to 17%. This implies a range of the …

dynamic panel data models. To illustrate particular pitfalls some further Monte Carlo results are produced, obtained from a … moments (GMM) estimators in homoskedastic stable zero-mean panel AR(1) models with random individual specific effects. We …

This paper considers estimation methods and inference for linear dynamic panel data models with unit …

We assess the performance of widely-used dynamic panel data estimators based on Monte Carlo simulations of a dynamic …

This paper considers estimation methods and inference for linear dynamic panel data models with unit … depth does not. Finally, we estimate a dynamic Mincer equation with data from the Panel Study of Income Dynamics to …