Propriétés à distance finie d'estimateurs du modèle dynamique en données de panel à effets fixes lorsque N
[Finite sample properties of dynamic panel data estimators with fixed effects when N]
AbstractUsing Monte Carlo experiments, we assessed the finite sample properties of dynamic panel data estimators with fixed effects when
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Bibliographic InfoPaper provided by University Library of Munich, Germany in its series MPRA Paper with number 39444.
Date of creation: 14 Jun 2012
Date of revision:
Panel data; Monte Carlo experiments; finite sample properties;
Find related papers by JEL classification:
- O47 - Economic Development, Technological Change, and Growth - - Economic Growth and Aggregate Productivity - - - Measurement of Economic Growth; Aggregate Productivity; Cross-Country Output Convergence
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
- C33 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Models with Panel Data; Longitudinal Data; Spatial Time Series
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- 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.
- 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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