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On bias, inconsistency, and efficiency of various estimators in dynamic panel data models

Journal of Econometrics · 1995 · Vol. 68(1) · pp. 53–78
Jan F. Kiviet
Spatial and Panel Data AnalysisHousing Market and EconomicsRegional Economics and Spatial AnalysisEstimatorMathematicsDimension (graph theory)Instrumental variableStatisticsVariance (accounting)Sample size determinationEconometricsPanel dataVariable (mathematics)
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References
Formulation and estimation of dynamic models using panel data
Journal of Econometrics · 1982 · 2,844 citations
Efficient estimation of models for dynamic panel data
Journal of Econometrics · 1995 · 1,052 citations
Estimating Vector Autoregressions with Panel Data
Econometrica · 1988 · 4,200 citations
Biases in Dynamic Models with Fixed Effects
Econometrica · 1981 · 8,434 citations
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