Bias-Corrected Estimation in Dynamic Panel Data Models
By M. Bun, Martin A. Carree. 2005
159 citations recorded by the source corpus.
Subfields: Economics and Econometrics
View Paper: https://www.semanticscholar.org/paper/b7c2c40835912430ca249f42430f3390c2987261
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In Economics and Econometrics
Citations in the corpus
- Environmental Crime and Punishment: Empirical Evidence from the German Penal Code (2010, unknown): “BC, by contrast, does not directly rely on instrumenting, but uses a consistent estimator from a first-stage regression,13 calculates the bias (Nickell 1981), and corrects for it in a second-stage FE regression (Kiviet 1995; Bun and Carree 2005; Bruno 2005).”
- In Search of Robust Methods for Dynamic Panel Data Models in Empirical Corporate Finance (2015, unknown): “Our study is related to previous simulation studies in the econometrics literature (Kiviet, 1995; Judson and Owen, 1999; Bun and Kiviet, 2003; Bruno, 2005; Bun and Carree, 2006; Everaert and Pozzi, 2007).”
- Does foreign aid harm political institutions (2015, methodology): “The BCFE model uses the simple asymptotic approximation suggested by Bun and Carree (2005), based on a first stage fixed effects dynamic panel model.”
- Dynamic spatial panels: models, methods, and inferences (2012, methodology): “Kiviet (1995), Hahn and Kuersteiner (2002), and Bun and Carree (2005) develop bias correction procedures when both the number of cross-sectional units (N) and the number of time points (T) in the sample go to infinity such that the limit of the ratio of N and T exists and is bounded between zero…”