Bias in dynamic panel models under time series misspecification

Journal of Econometrics

Volumn 169, Issue 1, 2012, Pages 54-60

  Lee, Yoonseok ^a  

^a UNIVERSITY OF MICHIGAN   (United States)

Author keywords

Bias reduction; Dynamic panel; Fixed effects; Lag order; Misspecification

Indexed keywords

BIAS REDUCTION; DYNAMIC PANELS; FIXED EFFECTS; LAG ORDER; MISSPECIFICATION;

ECONOMICS; MATHEMATICAL TECHNIQUES;

TIME SERIES;

EID: 84862795302     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2012.01.009     Document Type: Conference Paper

References (23)

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