Fixed Effects Bias in Panel Data Estimators

Since little is known about the degree of bias in estimated fixed effects in panel data models, we run Monte Carlo simulations on a range of different estimators. We find that Anderson-Hsiao IV, Kiviets bias-corrected LSDV and GMM estimators all perform well in both short and long panels...

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Year of publication:	2008-05-01
Authors:	Buddelmeyer, Hielke ; Jensen, Paul H. ; Oguzoglu, Umut ; Webster, Elizabeth
Institutions:	Forschungsinstitut zur Zukunft der Arbeit <Bonn>
Subject:	Leistung \| Panelanalyse \| panel analysis \| Dynamisches Modell \| Finanzmathematik \| Parameterschätzung

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1. Introduction
2. The model
3. Results
4. Conclusions
References

Persistent link: https://www.econbiz.de/10005859693