On the diminishing returns of higher-order terms in asymptotic expansions of bias
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Publication:1927296
DOI10.1016/S0165-1765(02)00299-9zbMATH Open1255.62341MaRDI QIDQ1927296FDOQ1927296
Authors: Maurice J. G. Bun, Jan F. Kiviet 
Publication date: 1 January 2013
Published in: Economics Letters (Search for Journal in Brave)
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Cites Work
- Biases in Dynamic Models with Fixed Effects
- On bias, inconsistency, and efficiency of various estimators in dynamic panel data models
- Estimating dynamic panel data models: A guide for macroeconomists
- Expectations of expansions for estimators in a dynamic panel data model: some results for weakly exogenous regressors.
- Biases in dynamic models with fixed effects
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- Bias-corrected estimation in dynamic panel data models with heteroscedasticity
- Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors
- Structural tax reforms and public spending efficiency
- Spurious regressions driven by excessive volatility
- An augmented Anderson–Hsiao estimator for dynamic short-T panels†
- The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models
- Dynamic firm performance and estimator choice: a comparison of dynamic panel data estimators
- Growth accelerations and reversals in emerging market and developing economies: external conditions and domestic amplifiers
- Approximating the bias of the LSDV estimator for dynamic unbalanced panel data models
- Title not available (Why is that?)
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