Convergence in panel data: Evidence from the skipping estimation

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• dc.contributor.author Shioji, Etsuroca
• dc.contributor.other Universitat Pompeu Fabra. Departament d'Economia i Empresa
• dc.date.accessioned 2017-07-26T10:50:50Z
• dc.date.available 2017-07-26T10:50:50Z
• dc.date.issued 1997-08-01
• dc.date.modified 2017-07-23T02:03:12Z
• dc.description.abstract This paper demonstrates that, unlike what the conventional wisdom says, measurement error biases in panel data estimation of convergence using OLS with fixed effects are huge, not trivial. It does so by way of the "skipping estimation"': taking data from every m years of the sample (where m is an integer greater than or equal to 2), as opposed to every single year. It is shown that the estimated speed of convergence from the OLS with fixed effects is biased upwards by as much as 7 to 15%.
• dc.format.mimetype application/pdfca
• dc.identifier https://econ-papers.upf.edu/ca/paper.php?id=235
• dc.identifier.uri http://hdl.handle.net/10230/997
• dc.language.iso eng
• dc.relation.ispartofseries Economics and Business Working Papers Series; 235
• dc.rights L'accés als continguts d'aquest document queda condicionat a l'acceptació de les condicions d'ús establertes per la següent llicència Creative Commons
• dc.rights.accessRights info:eu-repo/semantics/openAccess
• dc.rights.uri http://creativecommons.org/licenses/by-nc-nd/3.0/es/
• dc.subject.keyword income convergence
• dc.subject.keyword panel data estimation
• dc.subject.keyword skipping estimation
• dc.subject.keyword measurement error biases
• dc.subject.keyword small sample biases
• dc.subject.keyword Macroeconomics and International Economics
• dc.title Convergence in panel data: Evidence from the skipping estimationca
• dc.type info:eu-repo/semantics/workingPaper