Bias Correction and Bootstrapping of Error Component Models for Panel Data: Theory and Applications
AbstractThe wellknown Wallace-Hussain estimator is applied in pooled models with random individual effects, and the magnitude of the bias caused by the estimator is estimated by bootstrap methods. Furthermore, the significance of the bias is tested using an asymptotic test based on the bootstrap results.
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Bibliographic InfoPaper provided by Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät in its series Hannover Economic Papers (HEP) with number dp-131.
Length: 10 pages
Date of creation: Nov 1988
Date of revision:
Other versions of this item:
- Bellmann, L & Breitung, J & Wagner, Joachim, 1989. "Bias Correction and Bootstrapping of Error Component Models for Panel Data: Theory and Applications," Empirical Economics, Springer, vol. 14(4), pages 329-42.
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- Ricardo De Bonis & Giuseppe Bruno, 2000. "A Comparative Study Of Alternative Econometric Packages: An Application To Italian Deposit Interest Rates," Computing in Economics and Finance 2000 160, Society for Computational Economics.
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