The role of constant instruments in dynamic panel estimation

C-Tier
Journal: Economics Letters
Year: 2014
Volume: 124
Issue: 3
Pages: 500-503

Score contribution per author:

0.503 = (α=2.01 / 2 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

In the standard generalized method of moments estimation of dynamic panel data models, the constant term is usually omitted from instrument sets. As a result, adding a constant to the dependent variable affects the estimates for models without full period dummies. Omitting the constant term from instrument sets may also result in substantial bias and efficiency loss if the mean of the variable is large in magnitude. In this note, we provide analytical and numerical results and propose convenient solutions for practitioners. We suggest that full period dummies be included as extra exogenous instruments even for models without time effects on the right-hand side.

Technical Details

RePEc Handle
repec:eee:ecolet:v:124:y:2014:i:3:p:500-503
Journal Field
General
Author Count
2
Added to Database
2026-01-25