Biases in Dynamic Models with Fixed Effects

DOI10.2307/1911408zbMath0464.90012OpenAlexW2134246329WikidataQ97704706 ScholiaQ97704706MaRDI QIDQ3916337

Stephen Nickell

Publication date: 1981

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1911408

zbMATH Keywords

dynamic models with fixed effectsfirst order autoregressive caseinconsistent estimates

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic time series analysis (91B84) Economic growth models (91B62)

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