Propriétés à distance finie d'estimateurs du modèle dynamique en données de panel à effets fixes lorsque N<T : étude par simulation monte carlo

Kuikeu, Oscar (2012): Propriétés à distance finie d'estimateurs du modèle dynamique en données de panel à effets fixes lorsque N<T : étude par simulation monte carlo.

Abstract

Using Monte Carlo experiments, we assessed the finite sample properties of dynamic panel data estimators with fixed effects when < , the results tell us that, we must to have 30 for using within estimator who is, among all estimators, the best when < with very low.

• Item Type: MPRA Paper
• English Title: Finite sample properties of dynamic panel data estimators with fixed effects when N<T : some monte carlo experiments
• Language: French
• Keywords: Panel data, Monte Carlo experiments, finite sample properties
• Subjects: O - Economic Development, Innovation, Technological Change, and Growth > O4 - Economic Growth and Aggregate Productivity > O47 - Empirical Studies of Economic Growth ; Aggregate Productivity ; Cross-Country Output Convergence; C - Mathematical and Quantitative Methods > C1 - Econometric and Statistical Methods and Methodology: General > C15 - Statistical Simulation Methods: General; C - Mathematical and Quantitative Methods > C3 - Multiple or Simultaneous Equation Models ; Multiple Variables > C33 - Panel Data Models ; Spatio-temporal Models

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