Estimating Long and Short Run Effects in Static Panel Models

DOI10.1081/ETC-200028201MaRDI QIDQ3157842zbMATH OpenOpenAlexFDO

Authors Peter Egger, Michael Pfaffermayr

Publication date 19 January 2005

Published in Econometric Reviews (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1081/etc-200028201

zbMATH Keywords

small sample bias

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Monte Carlo methods (65C05)

Recommendations

• Convergence of the static estimation toward the long run effects of dynamic panel data models
• Asymptotic consequences of neglected dynamics in individual effects models*
• Bias in dynamic panel estimation with fixed effects, incidental trends and cross section dependence
• Bias in dynamic panel models under time series misspecification
• scientific article; zbMATH DE number 762922

Cites work

• Asymptotic consequences of neglected dynamics in individual effects models*
• Convergence of the static estimation toward the long run effects of dynamic panel data models
• scientific article; zbMATH DE number 805005 (Why is no real title available?)
• Neglected dynamics in panel data models; consequences and detection in finite samples*
• Simultaneous equations and panel data
• The Validity of Cross-Sectionally Estimated Behavior Equations in Time Series Applications
• Time series: theory and methods.

Cited in

(4)

• Convergence of the static estimation toward the long run effects of dynamic panel data models
• Estimating long-run relationships from dynamic heterogeneous panels
• scientific article; zbMATH DE number 762922 (Why is no real title available?)
• Asymptotic consequences of neglected dynamics in individual effects models*

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