This discussion paper led to a publication in <A href="http://onlinelibrary.wiley.com/doi/10.1111/j.1368-423X.2005.00156.x/abstract;jsessionid=146255EE7C2E41B3C91E06CCA08C53C7.d01t01?systemMessage=Wiley+Online+Library+will+be+disrupted+on+25+August+from+13%3A00-15%3A00+BST+%2808%3A00-10%3A00+EDT%29+for+essential+maintenance">'The Econometrics Journal'</A>.<P>Asymptotic expansions are employed in a dynamic regression model with a unit root inorder to find approximations for the bias, the variance and for the mean squared error of theleast-squares estimator of all coefficients....</p></a>

This discussion paper resulted in a publication in <I>Economics Letters</I>. Vol. 79(2), pages 145-152.<P> 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...</p></i>

This discussion paper led to a publication in <A href="http://www.sciencedirect.com/science/article/pii/S0167947304001562">'Computational Statistics & Data Analysis'</A>, 49(2), 417-44.<P>We examine the asymptotic efficiency of OLS and IV estimators in a simple dynamic structural model with a constant and two explanatory variables: the lagged dependent variable and an...</p></a>

This discussion paper led to a publication in <A href="http://www.sciencedirect.com/science/article/pii/S0167947306003446">'Computational Statistics & Data Analysis'</A> 51(7) 3296-318.<p>In practice structural equations are often estimated by least-squares, thus neglecting any simultaneity. This paper reveals why this may often be justifiable and when. Assuming data...</p></a>