Neglected dynamics in panel data models; consequences and detection in finite samples*

DOI10.1111/j.1467-9574.1995.tb01474.xzbMath0840.62100MaRDI QIDQ4870012

I. T. van Den Doel, Jan F. Kiviet

Publication date: 4 July 1996

Published in: Statistica Neerlandica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9574.1995.tb01474.x

zbMATH Keywords

heterogeneity; panel data models; bias; simulation study; exact inference; dynamic misspecification; dynamic adjustment; lagged dependent variable; random individual effects; partial adjustment; asymptotic test procedures; consumer expenditure; Engle curves; static cross-section

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

65C20: Probabilistic models, generic numerical methods in probability and statistics

Related Items

Asymptotic consequences of neglected dynamics in individual effects models*, On bias, inconsistency, and efficiency of various estimators in dynamic panel data models, Estimating Long and Short Run Effects in Static Panel Models

Cites Work

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