Feasible bias-corrected OLS, within-groups, and first-differences estimators for typical micro and macro AR(1) panel data models

Empirical Economics

Volumn 30, Issue 3, 2005, Pages 735-748

  Ramalho, Joaquim J S ^a,b  

^a UNIVERSITY OF ÉVORA   (Portugal)

^b CEMAPRE   (Portugal)

Author keywords

Bias corrected estimators; Dynamic panel data; First differences; GMM; Within groups

Indexed keywords

EMPIRICAL ANALYSIS; MACROECONOMICS; MICROECONOMICS; MODEL; MONTE CARLO ANALYSIS;

EID: 25844448568     PISSN: 03777332     EISSN: None     Source Type: Journal    
DOI: 10.1007/s00181-005-0256-6     Document Type: Article

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