Biases in Dynamic Models with Fixed Effects¶
Nickell, S. (1981). Biases in Dynamic Models with Fixed Effects. Econometrica, 49(6), 1417-1426.
Cited by¶
1 citation across 1 artifact.
Each citation links to the sentence it supports in the citing article.
Mechanisms¶
- Fixed-Effects Panel Model
- A subtler trap is including a lagged dependent variable: combined with unit fixed effects this induces Nickell bias, a systematic distortion that shrinks with the number of periods but never vanishes in short panels.
This sourceDerives finite-period bias for dynamic fixed-effects estimators and shows its persistence in short panels.
- A subtler trap is including a lagged dependent variable: combined with unit fixed effects this induces Nickell bias, a systematic distortion that shrinks with the number of periods but never vanishes in short panels.
Verification¶
Does it exist? Confirmed. This work's DOI resolves to a registered record, which fixes its identity. That is all it fixes.
Does it back the claim? Not recorded. The single citation of this work carries no recorded support check.
Support is checked per citation rather than per work — the same source can be cited soundly in one article and wrongly in another. Per-citation recording began recently, so a citation with no recorded check is a gap in the record rather than evidence it went unchecked.
See how references were verified.
Registry ID ref:6baed38bf268 · see in the full table