magnitude of bias of (generalized) MM estimators tends to increase with the number of moment conditions exploited. For various … feedbacks none of the techniques examined dominates. However, a simple bias corrected LS estimator which presupposes strict …

the first order autoregressive case. A comparison between asymptotic bias and small sample simulated bias has also been …

of bias of (generalized) MMestimators tends to increase with the number of moment conditions exploited. Forvarious … feedbacks none of the techniques examined dominates. However, asimple bias corrected LS estimator which presupposes strict …

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 … although the bias has similar structure whether or not the exogeneity assumption holds, the approximation technique that the …

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 … is approximately achieving the minimal bias in a certain class of instrumental variables (IV) estimators. Simulation …

have smaller bias that is flatter as a function of first step smoothing leading to improved small sample properties. Series …

bias and so are important when the first step is machine learning. We derive LR moment conditions for dynamic discrete …