On bias, inconsistency, and efficiency of various estimators in dynamic panel data models

Journal of Econometrics

Volumn 68, Issue 1, 1995, Pages 53-78

  Kiviet, Jan F ^a  

^a UNIVERSITY OF AMSTERDAM   (Netherlands)

Author keywords

Bias correction; Dummy variables estimator; Dynamic panel data model; GMM estimators; Monte Carlo simulation; Unobserved heterogeneity

Indexed keywords

EID: 52149088619     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/0304-4076(94)01643-E     Document Type: Article

References (25)

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23. Miscellaneous asymptotic properties of OLS and ML estimators in dynamic error components models