Arbeitspapier
Nearly Unbiased Estimationin Dynamic Panel Data Models
This paper introduces two easy to calculate estimators with desirable properties for theautoregressive parameter in dynamic panel data models. The estimators are (nearly) unbiased andperform satisfactorily even for small samples in either the time-series or cross-section dimension.
- Language
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Englisch
- Bibliographic citation
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Series: Tinbergen Institute Discussion Paper ; No. 02-008/2
- Classification
-
Wirtschaft
Single Equation Models; Single Variables: Panel Data Models; Spatio-temporal Models
- Subject
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dynamic panel data
Nickell bias
bias-correction
Panelforschung
Dynamisches Modell
Bias
Theorie
- Event
-
Geistige Schöpfung
- (who)
-
Carree, Martin A.
- Event
-
Veröffentlichung
- (who)
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Tinbergen Institute
- (where)
-
Amsterdam and Rotterdam
- (when)
-
2002
- Handle
- Last update
-
10.03.2025, 11:44 AM CET
Data provider
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ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
Object type
- Arbeitspapier
Associated
- Carree, Martin A.
- Tinbergen Institute
Time of origin
- 2002
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The Accuracy of Inference in Small Samples of Dynamic Panel Data Models
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Nearly Unbiased Estimation in Dynamic Panel Data Models with Exogenous Variables
Judging Contending Estimators by Simulation: Tournaments in Dynamic Panel Data Models
Dynamic clustering of multivariate panel data
Bias Correction in the Dynamic Panel Data Model with a Nonscalar Disturbance Covariance Matrix
The Accuracy of Inference in Small Samples of Dynamic Panel Data Models
Semiparametric Identification in Panel Data Discrete Response Models
Generalized Dynamic Panel Data Models with Random Effects for Cross-Section and Time
The Weak Instrument Problem of the System GMM Estimator in Dynamic Panel Data Models
The Effects of Dynamic Feedbacks on LS and MM Estimator Accuracy in Panel Data Models
Saving and Habit Formation: Evidence from Dutch Panel Data
Forecasting Dynamic Market Share Relationships
Identifying Reduced-Form Relations with Panel Data
Nearly Unbiased Estimation in Dynamic Panel Data Models with Exogenous Variables
Judging Contending Estimators by Simulation: Tournaments in Dynamic Panel Data Models
Dynamic clustering of multivariate panel data
Bias Correction in the Dynamic Panel Data Model with a Nonscalar Disturbance Covariance Matrix
The Accuracy of Inference in Small Samples of Dynamic Panel Data Models
Semiparametric Identification in Panel Data Discrete Response Models
Generalized Dynamic Panel Data Models with Random Effects for Cross-Section and Time
The Weak Instrument Problem of the System GMM Estimator in Dynamic Panel Data Models
The Effects of Dynamic Feedbacks on LS and MM Estimator Accuracy in Panel Data Models
Saving and Habit Formation: Evidence from Dutch Panel Data
Forecasting Dynamic Market Share Relationships