The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models

DOI10.1016/j.jeconom.2005.02.006zbMath1337.62349MaRDI QIDQ291709

Maurice J. G. Bun, Jan F. Kiviet

Publication date: 10 June 2016

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://papers.tinbergen.nl/02101.pdf

zbMATH Keywords

Monte Carlo simulation; asymptotic expansions; dynamic panel data model; bias approximation; feedback mechanisms

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

62G05: Nonparametric estimation

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