Nearly Unbiased Estimationin Dynamic Panel Data Models

Carree, Martin

This paper introduces two easy to calculate estimators with desirable properties for the autoregressive parameter in dynamic panel data models. The estimators are (nearly) unbiased and perform satisfactorily even for small samples in either the time-series or cross-section dimension.

Additional Metadata
Keywords	Nickell bias, bias-correction, dynamic panel data
JEL	Models with Panel Data (jel C23)
Persistent URL	hdl.handle.net/1765/6826
Series	Tinbergen Institute Discussion Paper Series
Organisation	Tinbergen Institute
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Carree, M. (2002). Nearly Unbiased Estimationin Dynamic Panel Data Models (No. TI 02-008/2). Tinbergen Institute Discussion Paper Series. Retrieved from http://hdl.handle.net/1765/6826

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Nearly Unbiased Estimationin Dynamic Panel Data Models

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