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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]

Author

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  • Kuikeu, Oscar

Abstract

Using Monte Carlo experiments, we assessed the finite sample properties of dynamic panel data estimators with fixed effects when

Suggested Citation

  • Kuikeu, Oscar, 2012. "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]
    ," MPRA Paper 39444, University Library of Munich, Germany.
  • Handle: RePEc:pra:mprapa:39444
    as

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    File URL: https://mpra.ub.uni-muenchen.de/39474/1/MPRA_paper_39474.pdf
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    References listed on IDEAS

    as
    1. 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.
    2. Manuel Arellano & Stephen Bond, 1991. "Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations," Review of Economic Studies, Oxford University Press, vol. 58(2), pages 277-297.
    3. Judson, Ruth A. & Owen, Ann L., 1999. "Estimating dynamic panel data models: a guide for macroeconomists," Economics Letters, Elsevier, vol. 65(1), pages 9-15, October.
    4. Nazrul Islam, 1995. "Growth Empirics: A Panel Data Approach," The Quarterly Journal of Economics, Oxford University Press, vol. 110(4), pages 1127-1170.
    Full references (including those not matched with items on IDEAS)

    More about this item

    Keywords

    Panel data; Monte Carlo experiments; finite sample properties;

    JEL classification:

    • O47 - Economic Development, Innovation, Technological Change, and Growth - - Economic Growth and Aggregate Productivity - - - Empirical Studies 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; Spatio-temporal Models

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