Browsing Universidad Torcuato Di Tella by Subject "Inferencia estadística"
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Inference and estimation in small sample dynamic panel data models
(Universidad Torcuato Di Tella. Escuela de Negocios. Centro de Investigaciones en Finanzas (CIF), 2002-12-27)We study the finite sample properties of the most important methods of estimation of dynamic panel data models in a special class of small samples: a two-sided small sample (i.e., a sample in which the time dimension is ...