Panel data dynamics and measurement errors: GMM bias, IV validity and model fit - a Monte Carlo study
Year of publication: |
2012
|
---|---|
Authors: | Biørn, Erik ; Han, Xuehui |
Publisher: |
Oslo : University of Oslo, Department of Economics |
Subject: | Panelforschung | ARMA-Modell | Momentenmethode | Statistischer Fehler | Schätztheorie | Panel data | Measurement error | ARMA model | GMM | Signal-noise ratio | Error memory | IV validity | Monte Carlo simulation | Finite sample bias |
Series: | Memorandum ; 27/2012 |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 728643340 [GVK] hdl:10419/90715 [Handle] RePEc:hhs:osloec:2012_027 [RePEc] |
Classification: | C21 - Cross-Sectional Models; Spatial Models ; C23 - Models with Panel Data ; C31 - Cross-Sectional Models; Spatial Models ; C33 - Models with Panel Data |
Source: |
-
Biørn, Erik, (2012)
-
The measurement error problem in dynamic panel data analysis: Modeling and GMM estimation
Biørn, Erik, (2012)
-
Biørn, Erik, (2015)
- More ...
-
Biørn, Erik, (2015)
-
Biørn, Erik, (2012)
-
Biørn, Erik, (2012)
- More ...