
Do the most frequently used dynamic panel data estimators have the best performance in a small sample? A Monte Carlo comparison
Author(s) -
Blanka Škrabić Perić
Publication year - 2019
Publication title -
croatian operational research review
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.176
H-Index - 5
eISSN - 1848-9931
pISSN - 1848-0225
DOI - 10.17535/crorr.2019.0005
Subject(s) - monte carlo method , estimator , sample (material) , sample size determination , statistics , econometrics , panel data , computer science , mathematics , physics , thermodynamics