A Comparative Analysis of Different Estimatiors for Dynamic Panel data Models.

In this paper two new estimators are offred (one each for the fixed random effects specifications), and small sample performance compared with that of all the existing estimators.

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Year of publication:	1996
Authors:	Harris, M.N. ; Matyas, L.
Institutions:	Department of Econometrics and Business Statistics, Monash Business School
Subject:	EVALUATION \| ECONOMIC MODELS \| PANEL DATA

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Series:	Monash Econometrics and Business Statistics Working Papers.
Type of publication:	Book / Working Paper
Notes:	Number 4/96 52 pages
Classification:	C13 - Estimation ; C15 - Statistical Simulation Methods; Monte Carlo Methods ; C23 - Models with Panel Data
Source:	RePEc - Research Papers in Economics

Persistent link: https://ebvufind01.dmz1.zbw.eu/10005581132