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Asymptotically Unbiased Inference for a Dynamic Panel Model with Fixed Effects When Both n and T are Large
Asymptotically Unbiased Inference Dynamic Panel Model
2015/9/22
We consider a dynamic panel AR(1) model with fixed effects when both n and T are large. Under the
“T fixed n large” asymptotic approximation, the ordinary least squares (OLS) or Gau...