Feasible bias-corrected OLS, within-groups, and first-differences estimators for typical micro and macro AR(1) panel data models
In this paper we suggest several alternative ways of constructing feasible bias-corrected (FBC) pooled least squares, within-groups, and firstdifferences estimators for AR(1) panel data models. In a Monte Carlo simulation study involving data with the qualities normally encountered by both microecon...
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| Formato: | article |
| Idioma: | eng |
| Publicado em: |
2010
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| Assuntos: | |
| Texto completo: | http://hdl.handle.net/10174/1885 |
| País: | Portugal |
| Oai: | oai:dspace.uevora.pt:10174/1885 |