scientific article; zbMATH DE number 762922
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Publication:4834775
zbMATH Open0819.62092MaRDI QIDQ4834775FDOQ4834775
Authors: Erik Biørn 
Publication date: 12 June 1995
Title of this publication is not available (Why is that?)
Recommendations
- Bias in dynamic panel models under time series misspecification
- Errors in variables in panel data with a binary dependent variable
- Estimating Long and Short Run Effects in Static Panel Models
- Consistent estimation of linear panel data models with measurement error
- Bias-corrected estimation in dynamic panel data models with heteroscedasticity
heterogeneitypanel datameasurement errorsasymptotic biascorrelogramslatent exogenous variableregression slope coefficients
Cited In (12)
- Correcting for omitted-variable and measurement-error bias in autoregressive model estimation with panel data
- Bias in instrumental-variable estimators of fixed-effect models for count data
- Using panel data to examine racial and gender differences in debt burdens
- On the speed of adjustment in ESTAR models when allowance is made for bias in estimation
- Bias correction for within-group estimation of panel data models with fixed effects and sample selection
- Simulated minimum distance estimation of dynamic models with errors-in-variables
- Panel regression with multiplicative measurement errors
- Estimating Long and Short Run Effects in Static Panel Models
- Errors in variables in panel data with a binary dependent variable
- Title not available (Why is that?)
- A Monte Carlo study of growth regressions
- GMM estimation in panel data models with measurement error
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