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Bias and Efficiency in Dynamic Panel Estimators by Gilani Usman is a document available to read on EtoBox.
What is Bias and Efficiency in Dynamic Panel Estimators about?
The document summarizes research on bias and efficiency of estimators for dynamic panel data models. It derives an approximation formula for the small-sample bias of the Least Squares Dummy Variable estimator for a first-order dynamic panel data model. Through Monte Carlo simulations, it finds the approximation formula to be very accurate for relevant data generating processes and finite sample sizes. It also finds that correcting for the LSDV estimator
- Author
- Gilani Usman
- Language
- EN