Bootstrap Based Bias Correction for Homogeneous Dynamic²² Panels
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- Moses muse Sichei & Chris Harmse & Frans Kanfer, 2007. "Determinants Of South Africa-Us Intra-Industry Trade In Services: A Wild Bootstrap Dynamic Panel Data Analysis," South African Journal of Economics, Economic Society of South Africa, vol. 75(3), pages 521-539, September.
More about this item
KeywordsBias correction; within estimator; dynamic panel; GMM estimator; Monte Carlo simulation; Bootstrap;
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: 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-2004-11-22 (All new papers)
- NEP-ECM-2004-11-22 (Econometrics)
- NEP-ETS-2004-11-22 (Econometric Time Series)
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