The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models
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Publication:291709
DOI10.1016/j.jeconom.2005.02.006zbMath1337.62349MaRDI QIDQ291709
Maurice J. G. Bun, Jan F. Kiviet
Publication date: 10 June 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://papers.tinbergen.nl/02101.pdf
Monte Carlo simulation; asymptotic expansions; dynamic panel data model; bias approximation; feedback mechanisms
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