Title of article :
On instrumental variable estimation of semiparametric dynamic panel data models
Author/Authors :
Badi H. Baltagi، نويسنده , , Qi Li، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2002
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.
Keywords :
Dynamic panel , Semiparametric estimation , Monte Carlo simulation , Instrumental variable , efficient estimation
Journal title :
Economics Letters
Journal title :
Economics Letters
