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:	Dynamic panels Fixed effects Interaction effects Monte Carlo experiments Dynamic panels Fixed effects Interaction effects Monte Carlo experiments Dynamic panels C22 Interaction effects C21 C23 C15 Fixed effects Monte Carlo experiments
Online Access:	available in Bonn?
Database:	RePEc RePEc IDEAS CrossRef Academic OneFile (A&I only) Database information Databases - DBIS