On bias, inconsistency, and efficiency of various estimators in dynamic panel data models
AbstractComputes a least squares dummy variable (i.e. fixed effects) estimator for a dynamic panel data model with correction for bias. Reference: Kiviet(1995), "On bias, inconsistency, and efficiency of various estimators in dynamic panel data models," Journal of Econometrics, vol. 68, no. 1, 53-78.
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Econometrics.
Volume (Year): 68 (1995)
Issue (Month): 1 (July)
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Web page: http://www.elsevier.com/locate/jeconom
Other versions of this item:
- Tom Doan, . "LSDVC: RATS procedure to estimate a dynamic FE model with correction for bias," Statistical Software Components RTS00111, Boston College Department of Economics.
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