Performance of the operational Wansbeek-Bekker estimator for dynamic panel data models
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 variab...
| Main Authors: | , |
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| Format: | Journal Article |
| Language: | English |
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ROUTLEDGE
2000
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| Subjects: | |
| Online Access: | http://hdl.handle.net/20.500.11937/81822 |
| _version_ | 1848764430479785984 |
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| author | Harris, Mark Mátyás, L. |
| author_facet | Harris, Mark Mátyás, L. |
| author_sort | Harris, Mark |
| building | Curtin Institutional Repository |
| collection | Online Access |
| description | 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. |
| first_indexed | 2025-11-14T11:19:14Z |
| format | Journal Article |
| id | curtin-20.500.11937-81822 |
| institution | Curtin University Malaysia |
| institution_category | Local University |
| language | English |
| last_indexed | 2025-11-14T11:19:14Z |
| publishDate | 2000 |
| publisher | ROUTLEDGE |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | curtin-20.500.11937-818222021-03-25T02:31:49Z Performance of the operational Wansbeek-Bekker estimator for dynamic panel data models Harris, Mark Mátyás, L. Social Sciences Economics Business & Economics 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. 2000 Journal Article http://hdl.handle.net/20.500.11937/81822 10.1080/135048500351690 English ROUTLEDGE restricted |
| spellingShingle | Social Sciences Economics Business & Economics Harris, Mark Mátyás, L. Performance of the operational Wansbeek-Bekker estimator for dynamic panel data models |
| title | Performance of the operational Wansbeek-Bekker estimator for dynamic panel data models |
| title_full | Performance of the operational Wansbeek-Bekker estimator for dynamic panel data models |
| title_fullStr | Performance of the operational Wansbeek-Bekker estimator for dynamic panel data models |
| title_full_unstemmed | Performance of the operational Wansbeek-Bekker estimator for dynamic panel data models |
| title_short | Performance of the operational Wansbeek-Bekker estimator for dynamic panel data models |
| title_sort | performance of the operational wansbeek-bekker estimator for dynamic panel data models |
| topic | Social Sciences Economics Business & Economics |
| url | http://hdl.handle.net/20.500.11937/81822 |