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Bias-Corrected Instrumental Variable Estimation in Linear Dynamic Panel Data Models

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  • Chen, Weihao

    (Tilburg University, Center For Economic Research)

  • Cizek, Pavel

    (Tilburg University, Center For Economic Research)

Abstract

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  • Chen, Weihao & Cizek, Pavel, 2023. "Bias-Corrected Instrumental Variable Estimation in Linear Dynamic Panel Data Models," Discussion Paper 2023-028, Tilburg University, Center for Economic Research.
    • Handle: RePEc:tiu:tiucen:9bf2c16c-522f-4223-8037-ce88ed351cc3
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    13. Gouriéroux, Christian & Phillips, Peter C.B. & Yu, Jun, 2010. "Indirect inference for dynamic panel models," Journal of Econometrics, Elsevier, vol. 157(1), pages 68-77, July.
    14. Yong Bao, 2021. "Indirect Inference Estimation of a First-Order Dynamic Panel Data Model," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 19(1), pages 79-98, December.
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    23. Sasaki, Yuya & Xin, Yi, 2017. "Unequal spacing in dynamic panel data: Identification and estimation," Journal of Econometrics, Elsevier, vol. 196(2), pages 320-330.
    24. Hall, Alastair R. & Inoue, Atsushi & Jana, Kalidas & Shin, Changmock, 2007. "Information in generalized method of moments estimation and entropy-based moment selection," Journal of Econometrics, Elsevier, vol. 138(2), pages 488-512, June.
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    Keywords

    bias correction; dynamic panel data models; endogeneity; instrumental variables;
    All these keywords.

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