02-099/4 - On the Diminishing Returns of Higher-order Terms in Asymptotic Expansions of Bias

• Authors
  Maurice J.G. Bun, Faculty of Economics and Econometrics, University of Amsterdam; Jan F. Kiviet, Faculty of Economics and Econometrics, University of Amsterdam
• Publication date
  October 7, 2002

• Keywords
  Mymptotic expansion; biM approximation; dynamic panel data model; finite sample biM; LSDV estimator
• JEL
  C13; C23