On bias, inconsistency, and efficiency of various estimators in dynamic panel data models.
When a model for panel data includes lagged dependent explanatory variables, then the habitual estimation procedures are asymptotically valid only when the number of observations in the time dimension (T) gets large. Usually, however, such datasets have substantial sample size in the cross-section...
| Publicado en: | Journal of Econometrics Vol. 68; pp. 53 - 79 |
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| Formato: | Artículo |
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Elsevier Science
July 1995
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| Acceso en línea: | Ver este registro en EBSCOhost |