Construct · 1 fields · 1 citations

Nickell bias: a standalone construct

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Econometrics

the bias of the fixed effects estimator in dynamic panel models with a lagged dependent variable when the number of time periods is small.

In econometrics, Nickell bias refers to the bias of the fixed effects estimator in dynamic panel models with a lagged dependent variable when the number of time periods is small. This meaning comes from Nickell (1981) in Econometrica.[1]

Unit
Recovery means
Measured by

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Nearby constructs

bias6 fields · 8 citationsjingle · one name, six constructs estimator2 fields · 2 citationsjingle · one word, two constructs number3 fields · 6 citationsjingle · one word, three constructs

References

Nickell, S. (1981). Biases in Dynamic Models with Fixed Effects. Econometrica, 49(6), 1417. https://doi.org/10.2307/1911408

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