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 language | English (US) |
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Pages (from-to) | 1-9 |
Number of pages | 9 |
Journal | Economics Letters |
Volume | 76 |
Issue number | 1 |
DOIs | |
State | Published - Jun 2002 |
Externally published | Yes |
Keywords
- Dynamic panel
- Efficient estimation
- Instrumental variable
- Monte Carlo simulation
- Semiparametric estimation
ASJC Scopus subject areas
- Finance
- Economics and Econometrics