Performance of the operational Wansbeek-Bekker estimator for dynamic panel data models
dc.contributor.author | Harris, Mark | |
dc.contributor.author | Mátyás, L. | |
dc.date.accessioned | 2020-11-26T07:36:21Z | |
dc.date.available | 2020-11-26T07:36:21Z | |
dc.date.issued | 2000 | |
dc.identifier.citation | Harris, M.N. and Mátyás, L. 2000. Performance of the operational Wansbeek-Bekker estimator for dynamic panel data models. Applied Economics Letters. 7 (3): pp. 149-153. | |
dc.identifier.uri | http://hdl.handle.net/20.500.11937/81822 | |
dc.identifier.doi | 10.1080/135048500351690 | |
dc.description.abstract |
Wansbeek and Bekker considered a new estimator for simple dynamic panel data models (where there are no exogenous variables) which involved a complex weighting matrix. An operational variant of this estimator is proposed which is applicable to the more realistic case where there are exogenous variables. Also proposed is an easy-to-compute approximation to the weighting matrix. The performance of this (these) new estimator(s) is examined, revealing very desirable small sample properties in a wide range of situations that the applied researcher is likely to encounter, especially in moderate time series length panels. | |
dc.language | English | |
dc.publisher | ROUTLEDGE | |
dc.subject | Social Sciences | |
dc.subject | Economics | |
dc.subject | Business & Economics | |
dc.title | Performance of the operational Wansbeek-Bekker estimator for dynamic panel data models | |
dc.type | Journal Article | |
dcterms.source.volume | 7 | |
dcterms.source.number | 3 | |
dcterms.source.startPage | 149 | |
dcterms.source.endPage | 153 | |
dcterms.source.issn | 1350-4851 | |
dcterms.source.title | Applied Economics Letters | |
dc.date.updated | 2020-11-26T07:36:20Z | |
curtin.department | School of Economics, Finance and Property | |
curtin.accessStatus | Fulltext not available | |
curtin.faculty | Faculty of Business and Law | |
curtin.contributor.orcid | Harris, Mark [0000-0002-1804-4357] | |
curtin.contributor.scopusauthorid | Harris, Mark [35561581200] [55310794400] |
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