Bias Corrected LSDV estimator
Posted: 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!