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Approximating the bias of the LSDV estimator for dynamic unbalanced panel data models

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Bruno, Giovanni S.F.

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Article provided by Elsevier in its journal Economics Letters.

Volume (Year): 87 (2005)
Issue (Month): 3 (June)
Pages: 361-366
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Handle: RePEc:eee:ecolet:v:87:y:2005:i:3:p:361-366

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Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. Maurice J.G. Bun & Jan F. Kiviet, 2002. "On the Diminishing Returns of Higher-order Terms in Asymptotic Expansions of Bias," Tinbergen Institute Discussion Papers 02-099/4, Tinbergen Institute, revised 24 Oct 2002. [Downloadable!]
    Other versions:
  2. Kiviet, Jan F, 1986. "On the Rigour of Some Misspecification Tests for Modelling Dynamic Relationships," Review of Economic Studies, Blackwell Publishing, vol. 53(2), pages 241-61, April. [Downloadable!] (restricted)
  3. Nickell, Stephen J, 1981. "Biases in Dynamic Models with Fixed Effects," Econometrica, Econometric Society, vol. 49(6), pages 1417-26, November. [Downloadable!] (restricted)
  4. Kiviet, Jan F., 1995. "On bias, inconsistency, and efficiency of various estimators in dynamic panel data models," Journal of Econometrics, Elsevier, vol. 68(1), pages 53-78, July. [Downloadable!] (restricted)
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  1. Elena Meschi & Marco Vivarelli, 2007. "Globalization and Income Inequality," IZA Discussion Papers 2958, Institute for the Study of Labor (IZA). [Downloadable!]
  2. Giovanni S.F. Bruno & Anna M. Falzoni & Rodolfo Helg, 2004. "Measuring the effect of globalization on labour demand elasticity: An empirical application to OECD countries," CESPRI Working Papers 153, CESPRI, Centre for Research on Innovation and Internationalisation, Universita' Bocconi, Milano, Italy, revised Feb 2004. [Downloadable!]
  3. Klinger, Sabine & Wolf, Katja, 2008. "What explains changes in full-time and part-time employment in Western Germany? : a new method on an old question," IAB Discussion Paper 200807, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany]. [Downloadable!]
  4. Ramón Adalid & Carsten Detken, 2007. "Liquidity shocks and asset price boom/bust cycles," Working Paper Series 732, European Central Bank. [Downloadable!]
  5. Yongfu Huang, 2005. "Will political liberalisation bring about financial development?," Bristol Economics Discussion Papers 05/578, Department of Economics, University of Bristol, UK. [Downloadable!]
  6. Mariacristina Piva & Marco Vivarelli, 2006. "Is Demand-Pulled Innovation Equally Important in Different Groups of Firms?," IZA Discussion Papers 1982, Institute for the Study of Labor (IZA). [Downloadable!]
    Other versions:
  7. Isabel Cortes-Jimenez, 2006. "Tourism and Economic Growth At Regional Level: the Cases of Spain and Italy," ERSA conference papers ersa06p61, European Regional Science Association. [Downloadable!]
  8. David E. Bloom & David Canning & Rick Mansfield & Michael Moore, 2006. "Demographic Change, Social Security Systems, and Savings," NBER Working Papers 12621, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
    Other versions:
  9. Badri Narayanan G, 2005. "Effects of trade liberalisation, environmental and labour regulations on employment in India's organised textile sector," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2005-005, Indira Gandhi Institute of Development Research, Mumbai, India. [Downloadable!]
  10. Lokshin, Boris, 2008. "Further results on bias in dynamic unbalanced panel data models with an application to firm R&D investment," UNU-MERIT Working Paper Series 039, United Nations University, Maastricht Economic and social Research and training centre on Innovation and Technology. [Downloadable!]
  11. Rodrigo Alfaro, 2008. "Estimation of a Dynamic Panel Data: The Case Of Corporate Investment in Chile," Working Papers Central Bank of Chile 467, Central Bank of Chile. [Downloadable!]
  12. Giovanni S.F. Bruno, 2004. "Approximating the bias of the LSDV estimator for dynamic panel data models," United Kingdom Stata Users' Group Meetings 2004 2, Stata Users Group. [Downloadable!]
  13. Giovanni S.F. Bruno, 2005. "Estimation and inference in dynamic unbalanced panel data models with a small number of individuals," CESPRI Working Papers 165, CESPRI, Centre for Research on Innovation and Internationalisation, Universita' Bocconi, Milano, Italy, revised Jun 2005. [Downloadable!]
    Other versions:
  14. Theo Eicher & Till Schreiber, 2006. "Structural Policies and Growth: Time Series Evidence from a Natural Experiment," Working Papers 48, Department of Economics, College of William and Mary. [Downloadable!]
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