This paper derives the joint moment generating function of two quadratic forms appearing in the OLS estimator from a dynamic panel data model. The result is then used to investigate the effect of the cross-section dimension on the asymptotic bias. (~
β¦ LIBER β¦
Estimation of the bias of a mathematical model approximating experimental data
β Scribed by G. A. Ivanov; Yu. R. Chashkin
- Publisher
- Springer US
- Year
- 1986
- Tongue
- English
- Weight
- 178 KB
- Volume
- 29
- Category
- Article
- ISSN
- 0543-1972
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
On the bias of the OLS estimator in a no
β
Jean-Yves Pitarakis
π
Article
π
1998
π
Elsevier Science
π
English
β 297 KB
The bias of some estimators for panel da
β
E. BiΓΈrn
π
Article
π
1992
π
Springer-Verlag
π
English
β 825 KB
Mathematical model of rail straightening
β
I.F. Volegov; A.P. Polyakov; S.V. Kolmogorov
π
Article
π
1994
π
Elsevier Science
π
English
β 291 KB
Normal Approximation Rate and Bias Reduc
β
Sheng-Yan Hong
π
Article
π
2002
π
Elsevier Science
π
English
β 168 KB
Accuracy of the normal approximation for Speckman's kernel smoothing estimator of the parametric component ; in the semiparametric regression model y=x { ;+ g(t)+e is studied when the bandwidth used in the estimator is selected by a general data-based method which includes such commonly used bandwid
Assessment of Exploration Bias in Data-D
β
Mark F. Coolbaugh; Gary L. Raines; Richard E. Zehner
π
Article
π
2007
π
Springer US
π
English
β 461 KB
How Bayesian data assimilation can be us
β
Nataliya Bulygina; Hoshin Gupta
π
Article
π
2010
π
Springer
π
English
β 505 KB