Bias-corrected least squares estimation and inference are derived for dynamic panel models with interactive fixed effects under joint large-N and large-T asymptotics.
For different values of the AR(1) coefficientρ 0 and of the bandwidthM, we give the fraction of the LS estimator bias that is accounted for by the bias correction, i.e
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
fields
econ.EM 1years
2026 1verdicts
CONDITIONAL 1representative citing papers
citing papers explorer
-
Dynamic Linear Panel Regression Models with Interactive Fixed Effects
Bias-corrected least squares estimation and inference are derived for dynamic panel models with interactive fixed effects under joint large-N and large-T asymptotics.