Initial-Condition Free Estimation of Fixed Effects Dynamic Panel Data Models
Year of publication: |
2014-09
|
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Authors: | Yang, Zhenlin |
Institutions: | School of Economics, Singapore Management University |
Subject: | Bias reduction | Consistency | Asymptotic normality | Dynamic panel | Fixed effects | Modified quasi-score | Robust standard error | Short panel |
Series: | |
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Type of publication: | Book / Working Paper |
Notes: | Published in SMU Economics and Statistics Working Paper Series Number 16-2014 35 pages |
Classification: | C10 - Econometric and Statistical Methods: General. General ; C13 - Estimation ; C23 - Models with Panel Data ; C15 - Statistical Simulation Methods; Monte Carlo Methods |
Source: |
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QML estimation of dynamic panel data models with spatial errors
Su, Liangjun, (2015)
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Liu, Shew Fan, (2014)
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Bias in dynamic panel models under time series misspecification
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