the bias is larger for a more persistent factor. In such a case, bootstrap procedures are effective in reducing the bias …

or missing variable bias), an important and intractable problem in many disciplines. The test is simple: one selects a …

This paper studies asymptotically the bias of the fixed effect (FE) estimator induced by cross-section heterogeneity in …) asymptotically, the heterogeneity bias of the FE may be more or less severe in VAR specifications than in standard dynamic panel data …

regressors. This paper shows that this often does not occur if the regression suffers from simultaneity or omitted variable bias … test for the presence of simultaneity or omitted variable bias, important and intractable problems in many disciplines. The …. Simultaneity or omitted variable bias is indicated if t-ratios and coefficients undergo these trends with more collinearity. The …

and bias formulae are obtained for estimates of the mean reversion parameter. Explicit expressions are given for the … discretization bias and its relationship to estimation bias in both multivariate and in univariate settings. In the univariate … bias and variance for the Vasicek process. The bias and the variance of the Euler method are found to be smaller than the …

shows the large sample validity of the kernel block bootstrap and derives the higher order bias and variance of the kernel … estimator has a favourable higher order bias property. Simulations based on the designs of Paparoditis and Politis (2001 …