02-101/4 - The Effects of Dynamic Feedbacks on LS and MM Estimator Accuracy in Panel Data Models


  • 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 14, 2002
  • Keywords
    asymptotic expansions; bias approximation; dynamic panel.
  • JEL
    C13; C23.