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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/10010295751

State dependence and heterogeneity in health using a bias corrected fixed effects estimator

Carro, Jesus M.; Traferri, Alejandra - 2011

Persistent link: https://www.econbiz.de/10009382388

In search of robust methods for dynamic panel data models in empirical corporate finance

Dang, Viet Anh; Kim, Minjoo; Shin, Yongcheol - In: Journal of banking & finance 53 (2015), pp. 84-98

Persistent link: https://www.econbiz.de/10011377703

State dependence and heterogeneity in health using a bias corrected fixed effects estimator

Carro, Jesús M.; Traferri, Alejandra - 2011

Persistent link: https://www.econbiz.de/10009704727

Determinants and dynamics of migration to OECD countries in a three-dimensional panel framework

Ruyssen, Ilse; Everaert, Gerdie; Rayp, Glenn - In: Empirical economics : a journal of the Institute for … 46 (2014) 1, pp. 175-197

Persistent link: https://www.econbiz.de/10010246820

An automatic bias correction procedure for volatility estimation using extreme values of asset prices

Maheswaran, S.; Kumar, Dilip - In: Economic modelling 33 (2013), pp. 701-712

Persistent link: https://www.econbiz.de/10010194420

On implied volatility for options : some reasons to smile and more to correct

Chen, Song Xi; Xu, Zheng - In: Journal of econometrics 179 (2014) 1, pp. 1-15

Persistent link: https://www.econbiz.de/10010258291

Evaluating the robustness of UK term structure decompositions using linear regression methods

Malik, Sheheryar; Meldrum, Andrew - 2014

Persistent link: https://www.econbiz.de/10010497701

State dependence and heterogeneity in health using a bias-corrected fixed-effects estimator

Carro, Jesus M.; Traferri, Alejandra - In: Journal of applied econometrics 29 (2014) 2, pp. 181-207

Persistent link: https://www.econbiz.de/10010414902

A homogeneous approach to testing for granger non-causality in heterogeneous panels

Juodis, Artūras; Karavias, Yiannis; Sarafidis, Vasilis - 2020

Persistent link: https://www.econbiz.de/10012610528

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