A Comparative Analysis of Different Estimatiors for Dynamic Panel data Models

Mark Harris and Laszlo Matyas (matyas@ceu.edu)

No 4/96, Monash Econometrics and Business Statistics Working Papers from Monash University, Department of Econometrics and Business Statistics

Abstract: In this paper two new estimators are offred (one each for the fixed random effects specifications), and small sample performance compared with that of all the existing estimators.

Keywords: EVALUATION; ECONOMIC MODELS; PANEL DATA (search for similar items in EconPapers)
JEL-codes: C13 C15 C23 (search for similar items in EconPapers)
Pages: 52 pages
Date: 1996
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Citations: View citations in EconPapers (36)

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