Bias-corrected estimation of panel vector autoregressions
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Publication:1670169
DOI10.1016/J.ECONLET.2016.06.010zbMATH Open1400.62173OpenAlexW2430371650MaRDI QIDQ1670169FDOQ1670169
Authors: Geert Dhaene, Koen Jochmans 
Publication date: 5 September 2018
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://spire.sciencespo.fr/hdl:/2441/7si2u15cul9u5a44sevcgkbaa9
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Cites Work
- Linear Regression Limit Theory for Nonstationary Panel Data
- Title not available (Why is that?)
- Biases in Dynamic Models with Fixed Effects
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- The Time Series and Cross-Section Asymptotics of Dynamic Panel Data Estimators
- Asymptotically Unbiased Inference for a Dynamic Panel Model with Fixed Effects when Both n and T Are Large
- Estimating Vector Autoregressions with Panel Data
- On the inverses of some patterned matrices arising in the theory of stationary time series
- Bias in dynamic panel models under time series misspecification
- Panel vector autoregressive models: a survey
Cited In (17)
- Bias-corrected estimation in dynamic panel data models with heteroscedasticity
- Correcting for omitted-variable and measurement-error bias in autoregressive model estimation with panel data
- Asymptotically unbiased estimation of autocovariances and autocorrelations with panel data in the presence of individual and time effects
- A note on parameter estimation of panel vector autoregressive models with intercorrelation
- A bias-corrected least squares estimator of dynamic panel models
- Bias Correction in the Dynamic Panel Data Model with a Nonscalar Disturbance Covariance Matrix
- Time-specific average estimation of dynamic panel regressions
- Bias correction for within-group estimation of panel data models with fixed effects and sample selection
- Bias corrections for two-step fixed effects panel data estimators
- Prior selection for panel vector autoregressions
- Approximate bias correction in econometrics
- Bias correction for time series factor models
- Bias correcting adjustment coefficients in a cointegrated VAR with known cointegrating vectors
- A note on bias-corrected estimation in dynamic panel data models
- A panel data approach to economic forecasting: the bias-corrected average forecast
- ASYMPTOTICALLY UNBIASED ESTIMATION OF AUTOCOVARIANCES AND AUTOCORRELATIONS WITH LONG PANEL DATA
- Asymptotically unbiased estimation of autocovariances and autocorrelations for panel data with incidental trends
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