Abstract
In this chapter we discusses methods of dynamic panel data estimation. It is well known that the use of the lagged dependent variable as a right hand side variable introduces specific estimation problems, especially the fixed effects estimator becoming biased.
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© 2003 Deutscher Universitäts-Verlag/GWV Fachverlage GmbH, Wiesbaden
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Behr, A. (2003). Dynamic panel data estimation. In: Investment and Liquidity Constraints. Neue Betriebswirtschaftliche Forschung, vol 318. Deutscher Universitätsverlag. https://doi.org/10.1007/978-3-322-82010-5_3
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DOI: https://doi.org/10.1007/978-3-322-82010-5_3
Publisher Name: Deutscher Universitätsverlag
Print ISBN: 978-3-8244-9127-8
Online ISBN: 978-3-322-82010-5
eBook Packages: Springer Book Archive