Bias Correction in the Dynamic Panel Data Model with a Nonscalar Disturbance Covariance Matrix

DOI10.1081/ETC-120017973zbMATH Open1098.62582MaRDI QIDQ4797690FDOQ4797690

Authors: Maurice J. G. Bun 

Publication date: 6 March 2003

Published in: Econometric Reviews (Search for Journal in Brave)

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Mathematics Subject Classification ID

Point estimation (62F10) Applications of statistics to economics (62P20)

Cites Work

• On bias, inconsistency, and efficiency of various estimators in dynamic panel data models
• Bias assessment and reduction in linear error-correction models
• Estimating dynamic panel data models: A guide for macroeconomists
• The bias of OLS, GLS, and ZEF estimators in dynamic seemingly unrelated regression models

Cited In (11)

• Bias-corrected estimation in dynamic panel data models with heteroscedasticity
• Indirect inference estimation of dynamic panel data models
• Title not available (Why is that?)
• Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors
• An augmented Anderson–Hsiao estimator for dynamic short-T panels^†
• Title not available (Why is that?)
• Title not available (Why is that?)
• Bias correcting adjustment coefficients in a cointegrated VAR with known cointegrating vectors
• A note on bias-corrected estimation in dynamic panel data models
• Bootstrap-based bias correction for dynamic panels
• SECOND-ORDER BIAS REDUCTION FOR NONLINEAR PANEL DATA MODELS WITH FIXED EFFECTS BASED ON EXPECTED QUANTITIES

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