Neglected dynamics in panel data models; consequences and detection in finite samples*
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Publication:4870012
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
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
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
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