On instrumental variable estimation of semiparametric dynamic panel data models Academic Article

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. 2002 Elsevier Science B.V. All rights reserved.

authors

• Li, Qi

published proceedings

• ECONOMICS LETTERS

author list (cited authors)

• Baltagi, B. H., & Li, Q.

citation count

• 26

complete list of authors

• Baltagi, BH||Li, Q

publication date

• June 2002

publisher

• Elsevier  Publisher

published in

• Economics Letters  Journal

keywords

• Dynamic Panel
• Efficient Estimation
• Instrumental Variable
• Monte Carlo Simulation
• Semiparametric Estimation

Digital Object Identifier (DOI)

• 10.1016/S0165-1765(02)00025-3

start page

• 1

end page

• 9

volume

• 76

issue

• 1

URL

• http://dx.doi.org/10.1016/s0165-1765(02)00025-3