Bootstrap-based bias correction for dynamic panels (Q1017030): Difference between revisions

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+The Time Series and Cross-Section Asymptotics of Dynamic Panel Data Estimators
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+Formulation and estimation of dynamic models using panel data
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+Initial conditions and moment restrictions in dynamic panel data models
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+Bias Correction in the Dynamic Panel Data Model with a Nonscalar Disturbance Covariance Matrix
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+The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models
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+Bootstrapping autoregressions with conditional heteroskedasticity of unknown form
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+Estimating dynamic panel data models: A guide for macroeconomists
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+Bootstrap procedures under some non-i.i.d. models
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+Bootstrap and wild bootstrap for high dimensional linear models
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+Biases in Dynamic Models with Fixed Effects
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+A finite sample correction for the variance of linear efficient two-step GMM estimators
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