scholarly journals Approximating the bias of the LSDV estimator for dynamic unbalanced panel data models

2005 ◽  
Vol 87 (3) ◽  
pp. 361-366 ◽  
Author(s):  
Giovanni S.F. Bruno
Keyword(s):  
Panel Data ◽  
Data Models ◽  
Panel Data Models ◽  
Unbalanced Panel Data

scholarly journals Inferences on the regression coefficients in panel data models: parametric bootstrap approach

2019 ◽  
Vol 14 (1) ◽  
pp. 67-73
Author(s):  
A. Esmaeli-Ayan ◽  
A. Malekzadeh ◽  
F. Hormozinejad
Keyword(s):  
Monte Carlo Simulation ◽  
Panel Data ◽  
Simulation Study ◽  
Parametric Bootstrap ◽  
Data Models ◽  
Regression Coefficients ◽  
Panel Data Models ◽  
Monte Carlo Simulation Study ◽  
Bootstrap Approach ◽  
Unbalanced Panel Data

AbstractThis article presents a parametric bootstrap approach to inference on the regression coefficients in panel data models. We aim to propose a method that is easily applicable for implement hypothesis testing and construct confidence interval of the regression coefficients vector of balanced and unbalanced panel data models. We show the results of our simulation study to compare of our parametric bootstrap approach with other approaches and approximated methods based on a Monte Carlo simulation study.

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