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Original Articles

A Monte Carlo comparison of alternative estimators for dynamic panel data models

Pages 15-18 | Published online: 27 Nov 2007

References

  • Blundell , R and Bond , S . 1998 . Initial conditions and moment restrictions in dynamic panel data models . Journal of Econometrics , 87 : 115 – 43 .
  • Bun , M and Carree , M . 2005 . Bias-corrected estimation in dynamic panel data models . Journal of Business and Economic Statistics , 23 : 200 – 10 .
  • Hsiao , C , Pesaran , H and Tahmiscioglu , A . 2002 . Maximum likelihood estimation of fixed effects dynamic panel data models covering short time periods . Journal of Econometrics , 109 : 107 – 50 .
  • Kiviet , J . 1995 . On bias, inconsistency and efficiency of various estimators in dynamic panel data models . Journal of Econometrics , 68 : 53 – 78 .

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