A Monte Carlo Evaluation of the Efficiency of the PCSE Estimator
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- Xiujian Chen & Shu Lin & W. Robert Reed, 2010. "A Monte Carlo evaluation of the efficiency of the PCSE estimator," Applied Economics Letters, Taylor & Francis Journals, vol. 17(1), pages 7-10, January.
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More about this item
KeywordsPanel data estimation; Monte Carlo analysis; FGLS; Parks; PCSE; finite sample;
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
- C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2007-01-14 (All new papers)
- NEP-ECM-2007-01-14 (Econometrics)
- NEP-ETS-2007-01-14 (Econometric Time Series)
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