Template-Type: ReDIF-Paper 1.0
Series: Tinbergen Institute Discussion Papers
Creation-Date: 2002-02-06
Number: 02-008/2
Author-Name: Martin A. Carree
Author-Email: carree@few.eur.nl
Author-Workplace-Name: Erasmus University Rotterdam, Maastricht University
Title: Nearly Unbiased Estimationin 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.
Classification-JEL: C23
Keywords: dynamic panel data; Nickell bias; bias-correction
File-Url: https://papers.tinbergen.nl/02008.pdf
File-Format: application/pdf
File-Size: 58561 bytes
Handle: RePEc:tin:wpaper:20020008