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  • Search: subject:"LSDV estimator"
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Year of publication
Subject
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LSDV estimator 8 dynamic panel data model 5 Mymptotic expansion 4 biM approximation 4 finite sample biM 4 Monte Carlo experiment 3 Bias 2 Bias approximation 2 Unbalanced panels 2 Bootstrap variance-covariance 1 Dynamic Panel data 1 Dynamic panel data 1 Estimation theory 1 Panel 1 Panel study 1 Panelforschung 1 Sampling 1 Schätztheorie 1 Stichprobenerhebung 1 Systematischer Fehler 1 Theorie 1 bias approximation 1 bias expansion 1 bootstrap variance-covariance 1 dynamic panel data 1 endogenous regressors 1 simulation 1 unbalanced panels 1 xtlsdvc 1
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Online availability
All
Free 8
Type of publication
All
Book / Working Paper 7 Article 1
Type of publication (narrower categories)
All
Working Paper 2 Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1
Language
All
English 4 Undetermined 4
Author
All
Bun, Maurice J.G. 3 Kiviet, Jan F. 3 Bruno, Giovanni S.F. 2 Bruno, Giovanni S. F. 1 Bun, Maurice J. G. 1 Kiviet, J. F. 1 Kurennoy, Alexey 1
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Institution
All
KITeS, Centre for Knowledge, Internationalization and Technology Studies, Universita' Bocconi, Milano, Italy 2 Russian Presidential Academy of National Economy and Public Administration (RANEPA) 1 Tinbergen Institute 1 Tinbergen Instituut 1
Published in...
All
KITeS Working Papers 2 Tinbergen Institute Discussion Papers 2 Discussion paper / Tinbergen Institute 1 Published Papers 1 Stata Journal 1 Tinbergen Institute Discussion Paper 1
Source
All
RePEc 6 ECONIS (ZBW) 1 EconStor 1
Showing 1 - 8 of 8
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On the bias of the LSDV estimator in dynamic panel data models with endogenous regressors
Kurennoy, Alexey - Russian Presidential Academy of National Economy and … - 2015
This paper studies the behaviour of the bias corrected LSDV estimator and GMM-based estimators in dynamic panel data … models with endogenous regressors. We obtain an expansion of the conditional bias of the LSDV estimator with the leading term … the presence of endogenous regressors the performance of the corrected LSDV estimator can be low. This indicates that …
Persistent link: https://www.econbiz.de/10011255304
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Estimation and inference in dynamic unbalanced panel-data models with a small number of individuals
Bruno, Giovanni S. F. - In: Stata Journal 5 (2005) 4, pp. 473-500
estimators in comparison to the original LSDV estimator and three popular N-consistent estimators: Arellano-Bond, Anderson …
Persistent link: https://www.econbiz.de/10005583352
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Estimation and inference in dynamic unbalanced panel data models with a small number of individuals
Bruno, Giovanni S.F. - KITeS, Centre for Knowledge, Internationalization and … - 2005
This study describes a new Stata routine that computes bias-corrected LSDV estimators and thier bootstrap variance-covariance matrix for dynamic (possibly) unbalanced panel data models. A Monte Carlo analysis is carried out to evaluate the finite-sample performance of the bias corrected LSDV...
Persistent link: https://www.econbiz.de/10005169692
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Approximating the Bias of the LSDV Estimator for Dynamic Unbalanced Panel Data Models
Bruno, Giovanni S.F. - KITeS, Centre for Knowledge, Internationalization and … - 2004
This paper extends the LSDV bias approximations in Bun and Kiviet (2003) to unbalanced panels. The approximations are obtained by modify-ing the within operator to accommodate the dynamic selection rule. They are accurate, with higher order terms bringing only decreasing improve-ments to the...
Persistent link: https://www.econbiz.de/10005403562
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On the Diminishing Returns of Higher-order Terms in Asymptotic Expansions of Bias
Bun, Maurice J.G.; Kiviet, Jan F. - 2002
The relative magnitudes are compared of successive terms in a higher-order asymptotic expansion of the bias of the LSDV … estimator in dynamic panels. We find that the leading term accounts for the major part of the actual bias in small samples. This …
Persistent link: https://www.econbiz.de/10010324812
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On the Diminishing Returns of Higher-order Terms in Asymptotic Expansions of Bias
Bun, Maurice J.G.; Kiviet, Jan F. - Tinbergen Instituut - 2002
magnitudes are compared of successive terms in a higher-order asymptotic expansion of the bias of the LSDV estimator in dynamic …
Persistent link: https://www.econbiz.de/10011256793
Saved in:
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On the Diminishing Returns of Higher-order Terms in Asymptotic Expansions of Bias
Bun, Maurice J.G.; Kiviet, Jan F. - Tinbergen Institute - 2002
The relative magnitudes are compared of successive terms in a higher-order asymptotic expansion of the bias of the LSDV … estimator in dynamic panels. We find that the leading term accounts for the major part of the actual bias in small samples. This …
Persistent link: https://www.econbiz.de/10005136972
Saved in:
Cover Image
On the diminishing returns of higher-order terms in asymptotic expansions of bias
Bun, Maurice J. G.; Kiviet, J. F. - 2002
The relative magnitudes are compared of successive terms in a higher-order asymptotic expansion of the bias of the LSDV … estimator in dynamic panels. We find that the leading term accounts for the major part of the actual bias in small samples. This …
Persistent link: https://www.econbiz.de/10011327523
Saved in:
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