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...

MoreLess

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

freely available

Full text |

More access options

Check Google Scholar

In German libraries (KVK)

I need help

Extent:	203776 bytes 9 p. application/pdf
Series:	Universität Bonn - Forschungsinstitut zur Zukunft der Arbeit GmbH (IZA) - Discussion Papers in 2008 Discussion Paper ; 3487 (2008)
Type of publication:	Book / Working Paper
Language:	English
Classification:	C23 - Models with Panel Data ; E00 - Macroeconomics and Monetary Economics. General ; O11 - Macroeconomic Analyses of Economic Development ; Strategic planning ; Corporate statistics and corporate cost accounting ; Others ; Individual Working Papers, Preprints ; No country specification
Source:	USB Cologne (business full texts)

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