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Bias corrected instrumental variables estimation for dynamic panel models with fixed effects

Hahn, Jinyong (contributor); Hausman, Jerry A. (contributor) - 2001 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001603054

Estimation with weak instruments : accuracy of higher-order bias and MSE approximations

Hahn, Jinyong; Hausman, Jerry A.; Kuersteiner, Guido M. - In: The econometrics journal 7 (2004) 1, pp. 272-306

Persistent link: https://www.econbiz.de/10002122089

Long difference instrumental variables estimation for dynamic panel models with fixed effects

Hahn, Jinyong; Hausman, Jerry A.; Kuersteiner, Guido M. - In: Journal of econometrics 140 (2007) 2, pp. 574-617

Persistent link: https://www.econbiz.de/10003569911

Bias Corrected Instrumental Variables Estimation for Dynamic Panel Models with Fixed Effects

Hahn, Jinyong; Hausman, Jerry A.; Kuersteiner, Guido M. - 2003

This paper analyzes the second order bias of instrumental variables estimators for a dynamic panel model with fixed effects. Three different methods of second order bias correction are considered. Simulation experiments show that these methods perform well if the model does not have a root near...

Persistent link: https://www.econbiz.de/10014127900

Asymptotically unbiased inference for a dynamic panel model with fixed effects when both n and T are large

Hahn, Jinyong (contributor); … - 2000 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001602005

Asymptotically unbiased inference for a dynamic panel model with fixed effects when both n and T are large

Hahn, Jinyong; Kuersteiner, Guido M. - In: Econometrica : journal of the Econometric Society, an … 70 (2002) 4, pp. 1639-1657

Persistent link: https://www.econbiz.de/10001688100

Discontinuities of weak instrument limiting distributions

Hahn, Jinyong; Kuersteiner, Guido M. - In: Economics letters 75 (2002) 3, pp. 325-331

Persistent link: https://www.econbiz.de/10001667185

Asymptotic distribution of misspecified random effects estimator for a dynamic panel model with fixed effects when both n and T are large

Hahn, Jinyong; Kuersteiner, Guido M.; Cho, Myeong-hyeon - In: Economics letters 84 (2004) 1, pp. 117-125

Persistent link: https://www.econbiz.de/10002095887

Stationarity and mixing properties of the dynamic Tobit model

Hahn, Jinyong; Kuersteiner, Guido M. - In: Economics letters 107 (2010) 2, pp. 105-111

Persistent link: https://www.econbiz.de/10003991499

Bias reduction for dynamic nonlinear panel models with fixed effects

Hahn, Jinyong; Kuersteiner, Guido M. - In: Econometric theory 27 (2011) 6, pp. 1152-1191

Persistent link: https://www.econbiz.de/10009489716