A bias-corrected fixed effects estimator in the dynamic panel data model
Bibliographic Data
| ID | 21542260 |
|---|---|
| Authors | Chihwa Kao (0009-0008-6489-7415, University of Connecticut, corresponding author), Long Liu (0000-0002-1520-8504, Florida Atlantic University), Rui Sun (0000-0002-0865-5066, University of Connecticut), Sun Rui (0000-0003-0339-0238) |
| Year | 2021 |
| Volume | 60 |
| Issue | 1 |
| Pages | 205-225 |
| Publication date | 2021-01-01 |
| Open Access | Yes |
| Type | ARTICLE |
| Venue | Empirical Economics (JOURNAL) |
| Journal identifiers | ISSN: 0377-7332 • E-ISSN: 1435-8921 |
| Publisher | Springer Science and Business Media LLC (PUBLISHER) |
| DOI | 10.1007/s00181-020-01995-0 |
| OpenAlex | W3119961727 |
| Language | EN |
| Citations received | 2 |
| References cited | 37 |
Autoregressive model · Consistent estimator · Econometrics · Estimator · Invariant estimator · Minimum-variance unbiased estimator · Monte Carlo method · Panel data · Statistics · Energy, Environment, Economic Growth · Mathematics · Regional Economic and Spatial Analysis · Spatial and Panel Data Analysis · Applied Mathematics
Econometric Analysis of Panel Data
Consistent Estimates Based on Partially Consistent Observations
Approximating the bias of the LSDV estimator for dynamic unbalanced panel data models
Estimation of Dynamic Models with Error Components
Formulation and estimation of dynamic models using panel data
Inference for unit roots in dynamic panels where the time dimension is fixed
Biases in Dynamic Models with Fixed Effects
Some Tests of Specification for Panel Data
Another look at the instrumental variable estimation of error-components models
Spurious regression and residual-based tests for cointegration in panel data
Initial conditions and moment restrictions in dynamic panel data models
Testing for Shifts in Trend With an Integrated or Stationary Noise Component
Unit Root Inference in Generally Trending and Cross-Correlated Fixed- T Panels
Bias-Corrected Estimation in Dynamic Panel Data Models
The Grid Bootstrap and the Autoregressive Model
Les Banques de Depot, les Banques de Credit et les Societes Financieres
| Citations per year | 0.4 |
|---|---|
| Citation span | 2021 - 2025 (5) |
| Highly cited | No |