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A Comparative Analysis of Different Estimatiors for Dynamic Panel data Models Author info | Abstract | Publisher info | Download info | Related research | Statistics Harris, M.N.
Matyas, L.
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In this paper two new estimators are offred (one each for the fixed random effects specifications), and small sample performance compared with that of all the existing estimators.
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Paper provided by Monash University, Department of Econometrics and Business Statistics in its series Monash Econometrics and Business Statistics Working Papers with number
4/96.
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Length: 52 pages
Date of creation: 1996Date of revision:
Handle: RePEc:msh:ebswps:1996-4Contact details of provider: Postal: PO Box 11E, Monash University, Victoria 3800, Australia Phone: +61-3-9905-2489 Fax: +61-3-9905-5474 Email: Web page: http://www.buseco.monash.edu.au/depts/ebs/ More information through EDIRC
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For technical questions regarding this item, or to correct its listing, contact: (Simone Grose).
Keywords: EVALUATION ; ECONOMIC MODELS ; PANEL DATA ; Find related papers by JEL classification: C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - Estimation C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - Statistical Simulation Methods C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data
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