• Graduate Programs
    • Tinbergen Institute Research Master in Economics
      • Why Tinbergen Institute?
      • Research Master
      • Admissions
      • Course Registration
      • PhD Vacancies
      • Selected PhD Placements
    • Facilities
    • Research Master Business Data Science
    • PhD Vacancies
  • Research
  • Browse our Courses
  • Events
    • Summer School
      • Applied Public Policy Evaluation
      • Deep Learning
      • Economics of Blockchain and Digital Currencies
      • Economics of Climate Change
      • Foundations of Machine Learning with Applications in Python
      • From Preference to Choice: The Economic Theory of Decision-Making
      • Gender in Society
      • Machine Learning for Business
      • Marketing Research with Purpose
      • Sustainable Finance
      • Tuition Fees and Payment
      • Business Data Science Summer School Program
    • Events Calendar
    • Events Archive
    • Tinbergen Institute Lectures
    • 16th Tinbergen Institute Annual Conference
    • Annual Tinbergen Institute Conference
  • News
  • Alumni
    • PhD Theses
    • Master Theses
    • Selected PhD Placements
    • Key alumni publications
    • Alumni Community

Juodis, A. (2013). A note on bias-corrected estimation in dynamic panel data models Economics Letters, 118(3):435--438.


  • Journal
    Economics Letters

In this note we extend the method proposed in Bun and Carree (2006) to the more general PVARX(1) model and show that the iterative procedure is not consistent for fixed TT. Subsequently we provide corrected version of the bias correction procedure which is fixed TT consistent and robust to both cross-sectional and time-series heteroscedasticity.