On instrumental variable estimation of semiparametric dynamic panel data models

Research output: Contribution to journalArticlepeer-review

29 Scopus citations

Abstract

This paper proposes some new semiparametric instrumental variable estimators for estimating a dynamic panel data model. Monte Carlo experiments show that the new estimators perform much better than the existing ones.

Original languageEnglish (US)
Pages (from-to)1-9
Number of pages9
JournalEconomics Letters
Volume76
Issue number1
DOIs
StatePublished - Jun 2002
Externally publishedYes

Keywords

  • Dynamic panel
  • Efficient estimation
  • Instrumental variable
  • Monte Carlo simulation
  • Semiparametric estimation

ASJC Scopus subject areas

  • Finance
  • Economics and Econometrics

Fingerprint

Dive into the research topics of 'On instrumental variable estimation of semiparametric dynamic panel data models'. Together they form a unique fingerprint.

Cite this