On the bias of the OLS estimator in a nonstationary dynamic panel data model (Q449923)
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scientific article; zbMATH DE number 6075296
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| English | On the bias of the OLS estimator in a nonstationary dynamic panel data model |
scientific article; zbMATH DE number 6075296 |
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On the bias of the OLS estimator in a nonstationary dynamic panel data model (English)
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2 September 2012
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moment generating function
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unit roots
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0.8141158819198608
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0.8124087452888489
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0.8123096823692322
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0.8093785047531128
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0.8093785047531128
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