On the diminishing returns of higher-order terms in asymptotic expansions of bias

DOI10.1016/S0165-1765(02)00299-9zbMath1255.62341MaRDI QIDQ1927296

Maurice J. G. Bun, Jan F. Kiviet

Publication date: 1 January 2013

Published in: Economics Letters (Search for Journal in Brave)

zbMATH Keywords

dynamic panel data modelbias approximationfinite sample biasLSDV estimator

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Asymptotic distribution theory in statistics (62E20)

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Cites Work

• Unnamed Item
• 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
• Biases in Dynamic Models with Fixed Effects

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