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A Comparative Analysis of Different Estimatiors for Dynamic Panel data Models

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Author Info
Harris, M.N.
Matyas, L.

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Abstract

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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Publisher Info
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: 1996
Date of revision:
Handle: RePEc:msh:ebswps:1996-4

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Related research
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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  5. Sophia Delipalla & Owen O'Donnell, 1998. "The Comparison Between Ad Valorem and Specific Taxation under Imperfect Competition: Evidence from the European Cigarette Industry," Studies in Economics 9802, Department of Economics, University of Kent. [Downloadable!]
  6. 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!]
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  10. M. Giulietti & S. Mccorriston & P. Osborne, 2004. "Foreign direct investment in the UK: evidence from a disaggregated panel of the UK food sector," Applied Economics, Taylor and Francis Journals, vol. 36(7), pages 653-663, April. [Downloadable!] (restricted)
  11. Jan F. Kiviet, 2005. "Judging Contending Estimators by Simulation: Tournaments in Dynamic Panel Data Models," Tinbergen Institute Discussion Papers 05-112/4, Tinbergen Institute. [Downloadable!]
  12. J Hatzius, 1997. "Foreign Direct Investment," CEP Discussion Papers dp0336, Centre for Economic Performance, LSE. [Downloadable!]
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  14. Lubomir Lizal, 2001. "Depreciation Rates in a Transition Economy: Evidence from Czech Panel Data," Microeconomics 0012004, EconWPA. [Downloadable!]
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