05-112/4 - Judging Contending Estimators by Simulation: Tournaments in Dynamic Panel Data Models

• Author
  Jan F. Kiviet, Faculty of Economics and Econometrics, Universiteit van Amsterdam
• Publication date
  December 8, 2005

• Keywords
  finite sample behavior; generalized method of moments; initial conditions; Monte Carlo methodology; orthogonal parametrizations
• JEL
  C13; C15; C23