In this note we extend the method proposed in Bun and Carree (2006) to the more general PVARX(1) model and show that the iterative procedure is not consistent for fixed TT. Subsequently we provide corrected version of the bias correction procedure which is fixed TT consistent and robust to both cross-sectional and time-series heteroscedasticity
Explicit asymptotic bias formulae are given for dynamic panel regression estimators as the cross sec...
It is well known that the usual techniques for estimating random and fixed effects panel data models...
This paper considers the estimation methods for dynamic panel data (DPD) models with fixed effects w...
This study extends earlier results on bias-corrected estimators for the fixed-effects dynamic panel ...
A bias correction estimator (BCE) for a dynamic panel data model with fixed effects is given, based ...
A computationally simple bias correction for linear dynamic panel data models is proposed and its as...
This paper introduces two easy to calculate estimators with desirable properties for theautoregressi...
It is well-known that maximum likelihood (ML) estimation of the autoregres-sive parameter of a dynam...
In this article, we describe a new command, xtbcfe, that performs the iterative bootstrap-based bias...
This study develops a new bias-corrected estimator for the fixed-effects dynamic panel data model an...
This paper is concerned with the estimation of the autoregressive parameter of dynamic panel data mo...
Approximation formulae are developed for the bias of ordinary and generalized Least Squares Dummy Va...
The fixed effects estimator of panel models can be severely biased because of well-known incidental ...
In this paper, we show that the bias-corrected first-difference (BCFD) estimator suggested by Chowdh...
In this paper, we show that the bias-corrected first-difference (BCFD) estimator suggested by Chowdh...
Explicit asymptotic bias formulae are given for dynamic panel regression estimators as the cross sec...
It is well known that the usual techniques for estimating random and fixed effects panel data models...
This paper considers the estimation methods for dynamic panel data (DPD) models with fixed effects w...
This study extends earlier results on bias-corrected estimators for the fixed-effects dynamic panel ...
A bias correction estimator (BCE) for a dynamic panel data model with fixed effects is given, based ...
A computationally simple bias correction for linear dynamic panel data models is proposed and its as...
This paper introduces two easy to calculate estimators with desirable properties for theautoregressi...
It is well-known that maximum likelihood (ML) estimation of the autoregres-sive parameter of a dynam...
In this article, we describe a new command, xtbcfe, that performs the iterative bootstrap-based bias...
This study develops a new bias-corrected estimator for the fixed-effects dynamic panel data model an...
This paper is concerned with the estimation of the autoregressive parameter of dynamic panel data mo...
Approximation formulae are developed for the bias of ordinary and generalized Least Squares Dummy Va...
The fixed effects estimator of panel models can be severely biased because of well-known incidental ...
In this paper, we show that the bias-corrected first-difference (BCFD) estimator suggested by Chowdh...
In this paper, we show that the bias-corrected first-difference (BCFD) estimator suggested by Chowdh...
Explicit asymptotic bias formulae are given for dynamic panel regression estimators as the cross sec...
It is well known that the usual techniques for estimating random and fixed effects panel data models...
This paper considers the estimation methods for dynamic panel data (DPD) models with fixed effects w...
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