Nearly Unbiased Estimationin Dynamic Panel Data Models

No 02-008/2, Tinbergen Institute Discussion Papers from Tinbergen Institute

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.

Keywords: dynamic panel data; Nickell bias; bias-correction (search for similar items in EconPapers)
JEL-codes: C23 (search for similar items in EconPapers)
Date: 2002-02-06
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Citations: View citations in EconPapers (2)

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Persistent link: https://EconPapers.repec.org/RePEc:tin:wpaper:20020008

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