Panel AR(1) estimators under misspecification (Q1934932): Difference between revisions

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+The Time Series and Cross-Section Asymptotics of Dynamic Panel Data Estimators
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+Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations
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+Another look at the instrumental variable estimation of error-components models
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+The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models
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+Asymptotically Unbiased Inference for a Dynamic Panel Model with Fixed Effects when Both n and T Are Large
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+Long difference instrumental variables estimation for dynamic panel models with fixed effects
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+Estimating Vector Autoregressions with Panel Data
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+Biases in Dynamic Models with Fixed Effects
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+Likelihood Ratio Tests for Model Selection and Non-Nested Hypotheses
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+Maximum Likelihood Estimation of Misspecified Models
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