Nearly unbiased estimationin dynamic panel data models

Martin A. Carree

This paper introduces two easy to calculate estimators with desirable properties for theautoregressive parameter in dynamic panel data models. The estimators are (nearly) unbiased andperform satisfactorily even for small samples in either the time-series or cross-section dimension.

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Year of publication:	2002
Authors:	Carree, Martin Anthony
Publisher:	Rotterdam [u.a.] : Tinbergen Inst.
Subject:	dynamic panel data \| Nickell bias \| bias-correction \| Panel \| Panel study \| Systematischer Fehler \| Bias \| Dynamische Wirtschaftstheorie \| Economic dynamics \| Momentenmethode \| Method of moments

Extent:	Online-Ressource (10 S.)
Series:	Discussion paper / Tinbergen Institute. - Rotterdam [u.a.] : [Verlag nicht ermittelbar], ISSN 0929-0834, ZDB-ID 2435783-2. - Vol. 2002,008
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature
Language:	English
Notes:	Systemvoraussetzungen: Acrobat Reader
Other identifiers:	hdl:10419/85804 [Handle]
Classification:	C23 - Models with Panel Data
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10011325971