Bias Correction in the Dynamic Panel Data Model with a Nonscalar Disturbance Covariance Matrix
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Cites work
- Bias assessment and reduction in linear error-correction models
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- On bias, inconsistency, and efficiency of various estimators in dynamic panel data models
- 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
- scientific article; zbMATH DE number 5932990 (Why is no real title available?)
- Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors
- An augmented Anderson–Hsiao estimator for dynamic short-T panels†
- scientific article; zbMATH DE number 5071101 (Why is no real title available?)
- scientific article; zbMATH DE number 5245028 (Why is no real title available?)
- 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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