On instrumental variable estimation of semiparametric dynamic panel data models

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20 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 1 2002
Externally publishedYes

Keywords

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

ASJC Scopus subject areas

  • Finance
  • Economics and Econometrics

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