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Erasmus University Rotterdam - Research Information Portal
Report . 2002
Data sources: Erasmus University Rotterdam - Research Information Portal
Research Papers in Economics
Preprint . 2002
Full-Text: http://papers.tinbergen.nl/02008.pdf
Data sources: Research Papers in Economics
EconStor
Research . 2002
Data sources: EconStor
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Nearly unbiased estimation in dynamic panel data models

descriptionPublicationkeyboard_double_arrow_right Report , Research , Preprint 01 Jan 2002 Netherlands Publisher:Amsterdam and Rotterdam: Tinbergen Institute
Authors: Martin A. Carree;

handle: 10419/85804

Nearly unbiased estimation in dynamic panel data models

Abstract

This paper introduces two easy to calculate estimators with desirable properties for theautoregressive parameter in dynamic panel data models. The estimators are (nearly) unbiased andperform satisfactorily even for small samples in either the time-series or cross-section dimension.

Country
Netherlands
Related Organizations
Keywords

EUR ESE 06, dynamic panel data; Nickell bias; bias-correction, Bias, ddc:330, Panelforschung, Nickell bias, bias-correction, dynamic panel data, Theorie, C23, Dynamisches Modell, jel: jel:C23

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
0
Average
Average
Average
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