Bias Corrected LSDV estimator

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sl590
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Joined: Tue Sep 12, 2017 6:25 am

Bias Corrected LSDV estimator

Postby sl590 » Tue Aug 28, 2018 9:20 am

Does anyone know how to get a bias corrected LSDV estimator (as suggested by a series of papers from Kiviet) in a dynamic panel (N=29, T=20) in Eviews 10? Have tried Anderson-Hsiao estimator which gave insignificant coefficients. Thanks!

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