Concepedia

Asymptotically Unbiased Inference for a Dynamic Panel Model with Fixed Effects when Both n and T Are Large

Jinyong Hahn, Guido M. Kuersteiner

Econometrica · 2002 · 494 citations · 27 references

Open access

Concepts

Social SciencesEconomicsCausal InferenceEconometricsTime Series AnalysisEstimation TheoryInferential StatisticsMaximum Likelihood EstimationPanel Data AnalysisPanel Data MethodsStatistical InferenceAsymptotic AnalysisConvolution TheoremDynamic Fixed Effects ModelsFixed-effect EstimatorsIndividual Fixed EffectsMaximum Likelihood EstimatorPanel Data EstimationPanel Regression Models

Abstract

Title from cover

References

27

Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations

Manuel Arellano, Stephen Bond · The Review of Economic Studies · 1991 · 32.8K citations

Social Sciences, Economics, Causal Inference +16

Initial conditions and moment restrictions in dynamic panel data models

Richard Blundell, Stephen Bond · Journal of Econometrics · 1998 · 21.8K citations

Social Sciences, Economics, Causal Inference +15

Another look at the instrumental variable estimation of error-components models

Manuel Arellano, Olympia Bover · Journal of Econometrics · 1995 · 19.6K citations

Social Sciences, Biostatistics, Economics +17

Biases in Dynamic Models with Fixed Effects

Stephen Nickell · Econometrica · 1981 · 8.6K citations

Public Health, Business Economics, Economics +13

Probability and Measure.

PE, P. Billingsley · Journal of the American Statistical Association · 1996 · 6.7K citations

Natural Sciences, Mathematics, Derivatives +16