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Of Nickell Bias and its Cures: Comment on Gaibulloev, Sandler, and Sul

  • Nathaniel L. Beck (a1), Jonathan N. Katz (a2) and Umberto G. Mignozzetti (a3)

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e-mail: nathaniel.beck@nyu.edu (corresponding author)

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Authors' note: The R code for the simulations is available in the Political Analysis Dataverse at http://dx.doi.org/10.7910/DVN/24503.

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References

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Alvarez, Javier, and Arellano, Manuel. 2003. The time series and cross-section asymptotics of dynamic panel data estimators. Econometrica 71: 1121–59.
Beck, Nathaniel, and Katz, Jonathan N. 2009. Modeling dynamics in time-series-cross-section political economy data. Caltech Social Science Working Paper No. 1304.
Beck, Nathaniel, and Katz, Jonathan N. 2011. Modeling dynamics in time-series-cross-section political economy data. Annual Review of Political Science 14: 331–52.
Efron, Bradley, and Tibshirani, Robert J. 1993. An introduction to the bootstrap. New York: Chapman & Hall.
Gaibulloev, Khusrav, Sandler, Todd, and Sul, Donggyu. 2014. Dynamic panel analysis under cross-sectional dependence. Political Analysis 22: 258–73.
Gill, Jeff. 1999. The insignificance of null hypothesis statistical testing. Political Research Quarterly 52: 647–74.
Hsiao, Cheng. 2003. Analysis of panel data. 2nd ed. New York: Cambridge University Press.
Judson, Katherine A., and Owen, Anne L. 1999. Estimating dynamic panel data models: A guide for macroeconomists. Economics Letters 65: 915.
Kiviet, Jan F. 1995. On bias, inconsistency, and efficiency of various estimators in dynamic panel models. Journal of Econometrics 68: 5378.
Nickell, Stephen. 1981. Biases in dynamic models with fixed effects. Econometrica 49: 1417–26.
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Of Nickell Bias and its Cures: Comment on Gaibulloev, Sandler, and Sul

  • Nathaniel L. Beck (a1), Jonathan N. Katz (a2) and Umberto G. Mignozzetti (a3)

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