The Bias-Corrected First-Difference Estimator in Dynamic Panel Data Models with Cross Section Dependence and Heteroscedasticity

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The Bias-Corrected First-Difference Estimator in Dynamic Panel Data Models with Cross Section Dependence and Heteroscedasticity

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Summary, etc.：: In this paper, we show that the bias-corrected first-difference (BCFD) estimator suggested by Chowdhury (1987) can be applied to the case where the er...

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Material Type: 規格・テクニカルリポート類
Title: The Bias-Corrected First-Difference Estimator in Dynamic Panel Data Models with Cross Section Dependence and Heteroscedasticity
Author/Editor: 早川, 和彦
Publication, Distribution, etc.: Institute of Economic Research, Hitotsubashi University
Publication Date: 2007-05
Publication Date (W3CDTF): 2007
Target Audience: 一般
Note (General): 出版タイプ： VoR
21世紀COEプログラム = 21st-Century COE Program
Format (IMT): application/pdf
Source: fulltext
https://hermes-ir.lib.hit-u.ac.jp/hermes/ir/re/13591/D07-212.pdf
Access Restrictions: インターネット公開
Related Material (URI): URI
http://21coe.ier.hit-u.ac.jp/english/index.html
Periodical Title: Hi-Stat Discussion paper series, No. 212
Data Provider (Database): 国立情報学研究所 : 学術機関リポジトリデータベース（IRDB）（機関リポジトリ）
https://irdb.nii.ac.jp
Original Data Provider (Database): 一橋大学 : HERMES-IR(一橋大学機関リポジトリ) : Research & Education Resources