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Nonresponse in panel data: The impact on estimates of a life cycle consumption function

✍ Scribed by Theo Nijman; Marno Verbeek

Book ID
112117545
Publisher
John Wiley and Sons
Year
1992
Tongue
English
Weight
984 KB
Volume
7
Category
Article
ISSN
0883-7252

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✍ Jean-Yves Pitarakis πŸ“‚ Article πŸ“… 1998 πŸ› Elsevier Science 🌐 English βš– 297 KB

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. (~