The Accuracy of Inference in Small Samples of Dynamic Panel Data Models

By M. Bun, Jan F. Kiviet. 2001

81 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/90ce9c36bb49f587cf7339b4b700ef89aa361cfc

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

1. Martin A. Carree
2. M. Bun
3. Roy Thurik
4. David B. Audretsch
5. David Urbano
6. J. Paul Elhorst
7. S. Kripfganz
8. Zoltan J. Acs

Citations in the corpus

• Is Demand-Pulled Innovation Equally Important in Different Groups of Firms? (2007, unknown): “The Monte Carlo experiments (see Kiviet, 1995; Judson and Owen, 1999; Bun and Kiviet, 2001) show that the LSDVC estimator, in small samples, outperforms consistent IV-GMM estimators such as the Anderson-Hsiao and Arellano-Bond.”
• Bias-Corrected Estimation in Dynamic Panel Data Models (2005, methodology): “(29) The result (25) of Bun and Kiviet (2001) showed that the LSDV estimator has a limiting normal distribution for finite T and N → ∞, but it is not centered at δ, and it has a nonstandard variance–covariance matrix.”