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ID 26401
file
creator
NDC
Economics
abstract
In this article, we examine the usefulness of the bias-corrected first-difference (BCFD) estimator by Chowdhury (1987) from two angles: inference and testing. First, we compare the BCFD estimator with Bun and Carree's (2005) estimator and the GMM estimator in terms of accuracy of inference. Second, we propose to use the Hausman test based on these three estimators to test the null of no individual effects. Simulation results show that the BCFD estimator and the Hausman test based on the BCFD estimator perform better than the other two estimators.
journal title
Applied Economic Letters
volume
Volume 14
issue
Issue 15
start page
1141
end page
1145
date of issued
2007-12
publisher
Routledge
issn
1350-4851
ncid
publisher doi
language
eng
nii type
Journal Article
HU type
Journal Articles
DCMI type
text
format
application/pdf
text version
author
rights
Copyright (c) 2007 Taylar & Francis
relation
This is an electronic version of an article published in Appleid Economic Letters Vol.14 No.15 pp.1141-1145, 2007. Applied Economic Letters is available online at : http://www.informaworld.com
relation is version of URL
http://dx.doi.org/10.1080/13504850600606109
department
Graduate School of Social Sciences