Bias-corrected estimation in dynamic panel data models with heteroscedasticity (Q1929404): Difference between revisions

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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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+Initial conditions and moment restrictions in dynamic panel data models
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+On the diminishing returns of higher-order terms in asymptotic expansions of bias
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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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+A bias-corrected least squares estimator of dynamic panel models
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+On bias, inconsistency, and efficiency of various estimators in dynamic panel data models
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+Biases in Dynamic Models with Fixed Effects
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+Bias in dynamic panel estimation with fixed effects, incidental trends and cross section dependence
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