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A comparison of dynamic panel data estimators : Monte Carlo evidence and an application to the investment function
Behr, Andreas - 2003
In our analysis we discuss several dynamic panel data estimators proposed in the literature and assess their performance in Monte Carlo simulations. It is a well known fact that the natural choice, the least squares dummy variable estimator is biased in the context of dynamic estimation. The...
Persistent link: https://www.econbiz.de/10001751405
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Firm size matters : an analysis of size effects on investement using firm-level panel data
Behr, Andreas - In: Kredit und Kapital 39 (2006) 1, pp. 97-116
Persistent link: https://www.econbiz.de/10003311578
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Comparing estimation strategies for income equations in the presence of panel attrition : empirical results based on the ECHP
Behr, Andreas - In: Jahrbücher für Nationalökonomie und Statistik 226 (2006) 4, pp. 361-384
Persistent link: https://www.econbiz.de/10003362642
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Zur Güte von Einheitswurzeltests bei Paneldaten : eine Simulationsstudie
Behr, Andreas - 2000
Persistent link: https://www.econbiz.de/10001522395
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A Comparison of Dynamic Panel Data Estimators : Monte Carlo Evidence and an Application to the Investment Function
Behr, Andreas - 2016
Persistent link: https://www.econbiz.de/10012991242
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A comparison of dynamic panel data estimators : Monte Carlo evidence and an application to the investment function
Behr, Andreas - 2003
In our analysis we discuss several dynamic panel data estimators proposed in the literature and assess their performance in Monte Carlo simulations. It is a well known fact that the natural choice, the least squares dummy variable estimator is biased in the context of dynamic estimation. The...
Persistent link: https://www.econbiz.de/10011431996