Bias in dynamic panel estimation with fixed effects, incidental trends and cross section dependence
Explicit asymptotic bias formulae are given for dynamic panel regression estimators as the cross section sample size N --> ∞. The results extend earlier work by Nickell [1981. Biases in dynamic models with fixed effects. Econometrica 49, 1417-1426] and later authors in several directions that are...
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| Main Authors: | , |
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| Format: | text |
| Language: | English |
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Institutional Knowledge at Singapore Management University
2007
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| Online Access: | https://ink.library.smu.edu.sg/soe_research/284 https://ink.library.smu.edu.sg/context/soe_research/article/1283/viewcontent/Bias_in_dynamic_panel_estimation_2007.pdf |
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| Institution: | Singapore Management University |
| Language: | English |