This discussion paper led to a publication in the <A href="http://www.sciencedirect.com/science/article/pii/S0304407605000618">'Journal of Econometrics'</A> 132(2), 409-44.<P>The finite sample behaviour is analysed of particular least squares (LS) andmethod of moments (MM) estimators in panel data models with individual effectsand both a lagged dependent variabIe regressor and...</p></a>

The finite sample behaviour is analysed of particular least squares (LS) and method of moments (MM) estimators in panel data models with individual effects and both a lagged dependent variabIe regressor and another explanatory variabIe which may be affected by lagged feedbacks from the dependent...