Bootstrap-based bias correction for dynamic panels

DOI10.1016/j.jedc.2006.04.006zbMath1201.62140OpenAlexW2032172429MaRDI QIDQ1017030

Gerdie Everaert, Lorenzo Pozzi

Publication date: 18 May 2009

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jedc.2006.04.006

zbMATH Keywords

bootstrapMonte Carlo simulationbias correctiondynamic panelwithin estimator

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric statistical resampling methods (62G09) Monte Carlo methods (65C05)

Related Items (9)

Female labor force participation and economic growth: accounting for the gender bonus ⋮ Indirect inference estimation of dynamic panel data models ⋮ The persistence of wages ⋮ Bootstrap inference for linear dynamic panel data models with individual fixed effects ⋮ Indirect inference for dynamic panel models ⋮ Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors ⋮ Regional patterns in technological progress of Poland: the role of EU structural funds ⋮ Common Correlated Effects Estimation of Dynamic Panels with Cross-Sectional Dependence ⋮ An augmented Anderson–Hsiao estimator for dynamic short-T panels^†

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