Bun, Maurice J. G. - In: Econometric Reviews 22 (2003) 1, pp. 29-58
Approximation formulae are developed for the bias of ordinary and generalized Least Squares Dummy Variable (LSDV) estimators in dynamic panel data models. Results from Kiviet [Kiviet, J. F. (1995), on bias, inconsistency, and efficiency of various estimators in dynamic panel data models, <italic>J....</italic>