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
Pages
9
From page
1
To page
9
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
Serial Year
2002
Journal title
Economics Letters
Record number
434953
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