TY  - CHAP
AB  - We consider the problem of instrumental variable estimation of semipara-metric dynamic panel data models. We propose several 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 estimators suggested by Li & Stengos (1996) and Li & Ullah (1998).
VL  - 15
SN  - 978-1-84950-065-4, 978-0-76230-688-6/0731-9053
DO  - 10.1016/S0731-9053(00)15011-X
UR  - https://doi.org/10.1016/S0731-9053(00)15011-X
AU  - Berg M. Douglas
AU  - Li Qi
AU  - Ullah Aman
ED  - Badi H. Baltagi
ED  - Thomas B. Fomby
ED  - R. Carter Hill
PY  - 2001
Y1  - 2001/01/01
TI  - Instrumental variable estimation of semiparametric dynamic panel data models: Monte Carlo results on several new and existing estimators
T2  - Nonstationary Panels, Panel Cointegration, and Dynamic Panels
T3  - Advances in Econometrics
PB  - Emerald Group Publishing Limited
SP  - 297
EP  - 315
Y2  - 2024/04/25
ER  -