Bias in dynamic panel estimation with fixed effects, incidental trends and cross section dependence (Q278496): Difference between revisions

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+Panel Data Econometrics
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+Determining the Number of Factors in Approximate Factor Models
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+The Generalized Dynamic Factor Model
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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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+Inference for unit roots in dynamic panels where the time dimension is fixed
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+NOTE ON BIAS IN THE ESTIMATION OF AUTOCORRELATION
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+On bias, inconsistency, and efficiency of various estimators in dynamic panel data models
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+Testing for a unit root in panels with dynamic factors
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+ESTIMATION OF AUTOREGRESSIVE ROOTS NEAR UNITY USING PANEL DATA
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+GMM Estimation of Autoregressive Roots Near Unity with Panel Data
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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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+Q5789658
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+Approximations to Some Finite Sample Distributions Associated with a First-Order Stochastic Difference Equation
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+Dynamic panel estimation and homogeneity testing under cross section dependence
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+A note on autoregressive error components models
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+Asymptotic Expansions Associated with the AR(1) Model with Unknown Mean
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