Dynamic panels with endogenous interaction effects when T is small

This paper compares the performance, measured in terms of bias, root mean squared error and computation time, of different estimators of the fixed effects dynamic panel data model extended to include endogenous interaction effects when T is small: (i) the bias corrected LSDV (BCLSDV) estimator based...

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Bibliographic details
Volume: 40
Main Author: Elhorst, J. Paul
Format: Journal Article
Language: English
Zielgruppe: Academic
Place of publication: Elsevier B.V 2010
Elsevier
published in: Regional science and urban economics Vol. 40; no. 5; pp. 272 - 282
Data of publication: 2010
ISSN: 0166-0462
1879-2308
EISSN: 1879-2308
Discipline: Economics
Sociology & Social History
Series: Regional Science and Urban Economics
Subjects:
C22
C21
C23
C15
Online Access: available in Bonn?
Database: RePEc
RePEc IDEAS
CrossRef
Academic OneFile (A&I only)
Database information Databases - DBIS