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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Bibliographic Details
Main Author: Ramalho, Joaquim (author)
Format: article
Language:eng
Published: 2010
Subjects:
dynamic panel data,
bias-corrected estimators
within-groups
first-differences
GMM
Online Access:http://hdl.handle.net/10174/1885
Country:Portugal
Oai:oai:dspace.uevora.pt:10174/1885

Internet

http://hdl.handle.net/10174/1885

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