Bias corrected instrumental variables estimation for dynamic panel models with fixed effects /
This paper analyzes the second order bias of instrumental variables estimators for a dynamic panel model with fixed effects. Three different methods of second order bias correction are considered. Simulation experiments show that these methods perform well if the model does not have a root near unit...
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| Format: | Book |
| Language: | English |
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Cambridge, MA :
Massachusetts Institute of Technology, Dept. of Economics,
[2001]
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| Series: | Working paper (Massachusetts Institute of Technology. Department of Economics) ;
no. 01-24 |
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Internet
This item is not available through BorrowDirect. Please contact your institution’s interlibrary loan office for further assistance.Massachusetts Institute of Technology
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HB31.M415 no.01-24 |
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