Bias in dynamic panel models under time series misspecification (Q527974): 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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+Effects of not Knowing the Order of an Autoregressive Process on the Mean Squared Error of Prediction-1
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+Linear prediction by autoregressive model fitting in the time domain
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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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+BIAS REDUCTION FOR DYNAMIC NONLINEAR PANEL MODELS WITH FIXED EFFECTS
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+On bias, inconsistency, and efficiency of various estimators in dynamic panel data models
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+Properties of Predictors in Misspecified Autoregressive Time Series Models
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+Consistent Estimates Based on Partially Consistent Observations
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+Biases in Dynamic Models with Fixed Effects
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+Panel AR(1) estimators under misspecification
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+Linear Regression Limit Theory for Nonstationary Panel Data
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+Bias in dynamic panel estimation with fixed effects, incidental trends and cross section dependence
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