Bias in dynamic panel models under time series misspecification (Q527974): Difference between revisions

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+M10
@@ Property / Mathematics Subject Classification ID: 62M10 / rank @@
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+P20
@@ Property / Mathematics Subject Classification ID: 62P20 / rank @@
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@@ Property / zbMATH DE Number @@
+6714716
@@ Property / zbMATH DE Number: 6714716 / rank @@
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@@ Property / zbMATH Keywords @@
+dynamic panel
@@ Property / zbMATH Keywords: dynamic panel / rank @@
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@@ Property / zbMATH Keywords @@
+fixed effects
@@ Property / zbMATH Keywords: fixed effects / rank @@
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@@ Property / zbMATH Keywords @@
+misspecification
@@ Property / zbMATH Keywords: misspecification / rank @@
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@@ Property / zbMATH Keywords @@
+bias reduction
@@ Property / zbMATH Keywords: bias reduction / rank @@
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@@ Property / zbMATH Keywords @@
+lag order
@@ Property / zbMATH Keywords: lag order / rank @@
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+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / OpenAlex ID @@
+W3124116384
@@ Property / OpenAlex ID: W3124116384 / rank @@
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@@ Property / cites work @@
+The Time Series and Cross-Section Asymptotics of Dynamic Panel Data Estimators
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@@ Property / cites work @@
+Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations
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@@ Property / cites work @@
+Effects of not Knowing the Order of an Autoregressive Process on the Mean Squared Error of Prediction-1
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@@ Property / cites work @@
+Linear prediction by autoregressive model fitting in the time domain
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@@ Property / cites work @@
+Asymptotically Unbiased Inference for a Dynamic Panel Model with Fixed Effects when Both n and T Are Large
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@@ Property / cites work @@
+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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@@ Property / cites work @@
+Properties of Predictors in Misspecified Autoregressive Time Series Models
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@@ Property / cites work @@
+Consistent Estimates Based on Partially Consistent Observations
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@@ Property / cites work @@
+Biases in Dynamic Models with Fixed Effects
@@ Property / cites work: Biases in Dynamic Models with Fixed Effects / rank @@
+Normal rank
@@ Property / cites work @@
+Panel AR(1) estimators under misspecification
@@ Property / cites work: Panel AR(1) estimators under misspecification / rank @@
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+Linear Regression Limit Theory for Nonstationary Panel Data
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@@ Property / cites work @@
+Bias in dynamic panel estimation with fixed effects, incidental trends and cross section dependence
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@@ links / mardi / name / links / mardi / name @@
+Publication:527974