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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
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