The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models: Some additional results
Tài liệu tham khảo
Alvarez, 2003, The time series and cross-section asymptotics of dynamic panel data estimators, Econometrica, 71, 1121, 10.1111/1468-0262.00441
Arellano, 2003
Arellano, 1995, Another look at the instrumental variable estimation of error-components models, Journal of Econometrics, 68, 29, 10.1016/0304-4076(94)01642-D
Bun, 2006, The effects of dynamic feedbacks on LS and MM estimator accuracy in panel data models, Journal of Econometrics, 127, 409, 10.1016/j.jeconom.2005.02.006
Chigira, H., Yamamoto, T., 2006. A bias corrected estimation for dynamic panel models in small samples. Hi-Stat Discussion Paper No. 177. Hitotsubashi University.
Hayakawa, 2007, Small sample bias properties of the system GMM estimator in dynamic panel data models, Economics Letters, 95, 32, 10.1016/j.econlet.2006.09.011
Hayakawa, K., 2008. The asymptotic properties of the system GMM estimator in dynamic panel data models when both N and T are large. Mimeo.