On instrumental variable estimation of semiparametric dynamic panel data models

被引：23

作者：

Baltagi, BH ^{[1
]}

Li, Q ^{[1
]}

机构：

[1] Texas A&M Univ, Dept Econ, College Stn, TX 77843 USA

来源：

ECONOMICS LETTERS | 2002年 / 76卷 / 01期

关键词：

dynamic panel; semiparametric estimation; instrumental variable; efficient estimation; Monte Carlo simulation;

D O I：

10.1016/S0165-1765(02)00025-3

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

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. (C) 2002 Elsevier Science B.V. All rights reserved.

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页码：1 / 9

页数：9

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