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)

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