On bias, inconsistency, and efficiency of various estimators in dynamic panel data models

Jan Kiviet

Journal of Econometrics, 1995, vol. 68, issue 1, 53-78

Date: 1995
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Software Item: LSDVC: RATS procedure to estimate a dynamic FE model with correction for bias
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Persistent link: https://EconPapers.repec.org/RePEc:eee:econom:v:68:y:1995:i:1:p:53-78

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