Search Results - subject:"dynamic panel data estimators"

Do you know your biases? : a Monte Carlo analysis of dynamic panel data estimators

Kufenko, Vadim; Prettner, Klaus - 2021

We assess the performance of widely-used dynamic panel data estimators based on Monte Carlo simulations of a dynamic …

Persistent link: https://www.econbiz.de/10012622765

You can't always get what you want? A Monte Carlo analysis of the bias and the efficiency of dynamic panel data estimators

Kufenko, Vadmin; Prettner, Klaus - 2017

We assess the bias and the efficiency of state-of-the-art dynamic panel data estimators by means of model-based Monte …

Persistent link: https://www.econbiz.de/10011763998

You can't always get what you want? : a Monte Carlo analysis of the bias and the efficiency of dynamic panel data estimators

Kufenko, Vadmin; Prettner, Klaus - 2017

We assess the bias and the efficiency of state-of-the-art dynamic panel data estimators by means of model-based Monte …

Persistent link: https://www.econbiz.de/10011761250

Properties of Fixed Effects Dynamic Panel Data Estimators for a Typical Growth Dataset

Gaduh, Arya B. - Centre for Strategic and International Studies (CSIS) - 2002

This paper investigates the properties of dynamic panel data (DPD) estimators in the context of a typical growth dataset. Using Monte Carlo simulations, we compare the performance of various DPD estimators, namely the Anderson-Hsiao (AH) and Arellano-Bond's General Method of Moment (GMM)...

Persistent link: https://www.econbiz.de/10005729437