Instrumental variable estimation of semiparametric dynamic panel data models: Monte Carlo results on several new and existing estimators

We consider the problem of instrumental variable estimation of semipara-metric dynamic panel data models. We propose several new semiparametric instrumental variable estimators for estimating a dynamic panel data model. Monte Carlo experiments show that the new estimators perform much better than the estimators suggested by Li & Stengos (1996) and Li & Ullah (1998).

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Year of publication:	2001
Authors:	Berg, M. Douglas ; Li, Qi ; Ullah, Aman
Subject:	Panel \| Panel study \| Monte-Carlo-Simulation \| Monte Carlo simulation \| Nichtparametrisches Verfahren \| Nonparametric statistics \| Schätztheorie \| Estimation theory \| Dynamische Wirtschaftstheorie \| Economic dynamics

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Type of publication:	Article
Language:	English
Other identifiers:	10.1016/S0731-9053(00)15011-X [DOI]
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10015390070