On the Diminishing Returns of Higher-order Terms in Asymptotic Expansions of Bias
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- Bun, Maurice J. G. & Kiviet, Jan F., 2003. "On the diminishing returns of higher-order terms in asymptotic expansions of bias," Economics Letters, Elsevier, vol. 79(2), pages 145-152, May.
References listed on IDEAS
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More about this item
KeywordsMymptotic expansion; biM approximation; dynamic panel data model; finite sample biM; LSDV estimator;
All these keywords.
- 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
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