Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/85804
Authors: 
Carree, Martin A.
Year of Publication: 
2002
Series/Report no.: 
Tinbergen Institute Discussion Paper 02-008/2
Abstract: 
This paper introduces two easy to calculate estimators with desirable properties for theautoregressive parameter in dynamic panel data models. The estimators are (nearly) unbiased andperform satisfactorily even for small samples in either the time-series or cross-section dimension.
Subjects: 
dynamic panel data
Nickell bias
bias-correction
JEL: 
C23
Document Type: 
Working Paper

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