{"id":"https://openalex.org/W1487772672","doi":"https://doi.org/10.1017/cbo9780511493140.010","title":"Expectations of expansions for estimators in a dynamic panel data model: some results for weakly exogenous regressors","display_name":"Expectations of expansions for estimators in a dynamic panel data model: some results for weakly exogenous regressors","publication_year":1999,"publication_date":"1999-07-29","ids":{"openalex":"https://openalex.org/W1487772672","doi":"https://doi.org/10.1017/cbo9780511493140.010","mag":"1487772672"},"language":"en","primary_location":{"id":"doi:10.1017/cbo9780511493140.010","doi":"https://doi.org/10.1017/cbo9780511493140.010","is_oa":false,"landing_page_url":"https://doi.org/10.1017/cbo9780511493140.010","pdf_url":null,"source":{"id":"https://openalex.org/S4306462995","display_name":"Cambridge University Press eBooks","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/P4310311721","host_organization_name":"Cambridge University Press","host_organization_lineage":["https://openalex.org/P4310311721","https://openalex.org/P4310311702"],"host_organization_lineage_names":["Cambridge University Press","University of Cambridge"],"type":"ebook platform"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Analysis of Panels and Limited Dependent Variable Models","raw_type":"book-chapter"},"volume":{"id":"https://openalex.org/W2257380880","display_name":"Analysis of Panels and Limited Dependent Variable Models"},"type":"book-chapter","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5032724070","display_name":"Jan F. Kiviet","orcid":"https://orcid.org/0000-0001-8827-9808","observed_orcids":["https://orcid.org/0000-0001-8827-9808"]},"institutions":[],"countries":[],"is_corresponding":true,"raw_author_name":"Jan F. Kiviet","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]}],"institutions":[],"countries_distinct_count":0,"institutions_distinct_count":0,"corresponding_author_ids":["https://openalex.org/A5032724070"],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":1.2952,"has_fulltext":false,"cited_by_count":160,"citation_normalized_percentile":{"value":0.85222798,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":92,"max":99},"biblio":{"volume":null,"issue":null,"first_page":"199","last_page":"225"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11911","display_name":"Spatial and Panel Data Analysis","score":0.9984999895095825,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11911","display_name":"Spatial and Panel Data Analysis","score":0.9984999895095825,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10243","display_name":"Statistical Methods and Bayesian Inference","score":0.00019999999494757503,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11871","display_name":"Advanced Statistical Methods and Models","score":9.999999747378752e-05,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/dynamic-panel-data-models","display_name":"dynamic panel data","score":0.9020000100135803},{"id":"https://openalex.org/keywords/finite-sample-properties","display_name":"finite sample properties","score":0.843999981880188},{"id":"https://openalex.org/keywords/nuisance-parameters","display_name":"nuisance parameters","score":0.5630000233650208},{"id":"https://openalex.org/keywords/consistency","display_name":"consistency","score":0.45399999618530273},{"id":"https://openalex.org/keywords/asymptotic-efficiency","display_name":"asymptotic efficiency","score":0.8790000081062317}],"concepts":[{"id":"https://openalex.org/C185429906","wikidata":"https://www.wikidata.org/wiki/Q1130160","display_name":"Estimator","level":2,"score":0.8203706741333008},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.6408612728118896},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.5749526023864746},{"id":"https://openalex.org/C6422946","wikidata":"https://www.wikidata.org/wiki/Q857354","display_name":"Panel data","level":2,"score":0.5321679711341858},{"id":"https://openalex.org/C48921125","wikidata":"https://www.wikidata.org/wiki/Q10861030","display_name":"Linear regression","level":2,"score":0.5152044892311096},{"id":"https://openalex.org/C163175372","wikidata":"https://www.wikidata.org/wiki/Q3339222","display_name":"Linear model","level":2,"score":0.5116282105445862},{"id":"https://openalex.org/C2776214188","wikidata":"https://www.wikidata.org/wiki/Q408386","display_name":"Inference","level":2,"score":0.5047653913497925},{"id":"https://openalex.org/C119047807","wikidata":"https://www.wikidata.org/wiki/Q752718","display_name":"Asymptotic analysis","level":2,"score":0.47294187545776367},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.40366649627685547},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.3246626853942871},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.19620025157928467},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.0}],"mesh":[],"locations_count":3,"locations":[{"id":"doi:10.1017/cbo9780511493140.010","doi":"https://doi.org/10.1017/cbo9780511493140.010","is_oa":false,"landing_page_url":"https://doi.org/10.1017/cbo9780511493140.010","pdf_url":null,"source":{"id":"https://openalex.org/S4306462995","display_name":"Cambridge University Press eBooks","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/P4310311721","host_organization_name":"Cambridge University Press","host_organization_lineage":["https://openalex.org/P4310311721","https://openalex.org/P4310311702"],"host_organization_lineage_names":["Cambridge University Press","University of Cambridge"],"type":"ebook platform"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Analysis of Panels and Limited Dependent Variable Models","raw_type":"book-chapter"},{"id":"pmh:oai:dare.uva.nl:openaire_cris_publications/20621883-2efc-4fb1-a1a1-5731aef392b6","doi":null,"is_oa":false,"landing_page_url":"https://handle.uba.uva.nl/personal/pure/en/publications/expectations-of-expansions-for-estimators-in-a-dynamic-panel-data-model-some-results-for-weakly-exogenous-regressors(20621883-2efc-4fb1-a1a1-5731aef392b6).html","pdf_url":null,"source":{"id":"https://openalex.org/S4306400088","display_name":"UvA-DARE (University of Amsterdam)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I887064364","host_organization_name":"University of Amsterdam","host_organization_lineage":["https://openalex.org/I887064364"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Kiviet, J F 1999, Expectations of expansions for estimators in a dynamic panel data model; some results for weakly exogenous regressors. in K Lahiri, C Hsiao, L F Lee & M H Pesaran (eds), Analysis of Panels and Limited Dependent Variable Models. Cambridge, pp. 199-225.","raw_type":"info:eu-repo/semantics/bookPart"},{"id":"pmh:uvapub:oai:dare.uva.nl:publications/20621883-2efc-4fb1-a1a1-5731aef392b6","doi":null,"is_oa":false,"landing_page_url":"https://dare.uva.nl/personal/pure/en/publications/expectations-of-expansions-for-estimators-in-a-dynamic-panel-data-model-some-results-for-weakly-exogenous-regressors(20621883-2efc-4fb1-a1a1-5731aef392b6).html","pdf_url":null,"source":{"id":"https://openalex.org/S4306401843","display_name":"Data Archiving and Networked Services (DANS)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I1322597698","host_organization_name":"Royal Netherlands Academy of Arts and Sciences","host_organization_lineage":["https://openalex.org/I1322597698"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Analysis of Panels and Limited Dependent Variable Models, 199 - 225","raw_type":"info:eu-repo/semantics/bookpart"}],"best_oa_location":null,"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":0,"referenced_works":[],"related_works":["https://openalex.org/W3122815557","https://openalex.org/W7065872036","https://openalex.org/W79396386","https://openalex.org/W2774807374","https://openalex.org/W101384411","https://openalex.org/W7101198117","https://openalex.org/W7112630509","https://openalex.org/W2990612256","https://openalex.org/W572694226","https://openalex.org/W3121663633"],"abstract_inverted_index":{"Introduction":[0],"In":[1],"linear":[2,27,69],"dynamic":[3,70],"panel":[4,71],"data":[5,72],"models,":[6],"the":[7,13,20,36,40,53,56,63,77,80,145,196],"dependent":[8,15],"variable":[9,17],"(and":[10],"hence":[11],"also":[12,60,112],"lagged":[14],"regressor":[16,54],"that":[18,188],"makes":[19],"model":[21,91,143],"dynamic)":[22],"is":[23,76],"determined":[24],"by":[25,133,138],"some":[26],"function":[28],"of":[29,34,84,90,101,117,177],"present":[30],"and":[31,39,103,109,126,168,218,224,227],"past":[32],"values":[33,116],"both":[35],"explanatory":[37],"variables":[38],"various":[41,154],"stochastic":[42,64],"error":[43,65],"components.":[44],"Since":[45],"regression":[46],"coefficient":[47,57],"estimators":[48,58,102],"are":[49,59,92,106,159,166,210],"non-linear":[50,61],"in":[51,62,67],"all":[52],"variables,":[55],"components":[66],"a":[68],"model.":[73],"This":[74],"non-linearity":[75],"reason":[78],"why":[79],"finite":[81,207],"sample":[82,208],"properties":[83,149,191,209],"inference":[85,201],"methods":[86,158],"for":[87,153,174,199,213],"this":[88],"type":[89],"very":[93],"hard":[94],"to":[95,161],"establish.":[96],"The":[97],"actual":[98,124],"probability":[99],"distributions":[100],"test":[104],"statistics":[105],"highly":[107],"non-standard":[108],"usually":[110],"they":[111],"depend":[113],"on":[114,122],"unknown":[115],"nuisance":[118],"parameters.":[119],"Some":[120,157],"knowledge":[121],"their":[123,206],"shape":[125],"behavior":[127],"can":[128],"be":[129,162,171],"obtained":[130],"either":[131],"experimentally":[132],"computer":[134],"simulation":[135,181],"or":[136],"analytically":[137],"asymptotic":[139,148,190],"approximations.":[140],"For":[141],"common":[142],"specifications":[144],"standard":[146],"first-order":[147,189],"have":[150],"been":[151,186],"assessed":[152],"estimation":[155],"methods.":[156],"found":[160,187],"inconsistent,":[163],"but":[164],"others":[165],"consistent":[167],"may":[169],"even":[170],"asymptotically":[172],"efficient":[173],"certain":[175],"classes":[176],"models.":[178],"However,":[179],"from":[180],"studies":[182],"it":[183],"has":[184],"often":[185],"do":[192],"not":[193],"always":[194],"offer":[195],"right":[197],"criterion":[198],"(dis)qualifying":[200],"procedures":[202],"as":[203,205],"far":[204],"concerned;":[211],"see":[212],"instance,":[214],"Nerlove":[215],"(1971),":[216],"Arellano":[217],"Bond":[219],"(1991),":[220],"van":[221],"den":[222],"Doel":[223],"Kiviet":[225,228],"(1995),":[226],"(1995).":[229]},"counts_by_year":[{"year":2026,"cited_by_count":1},{"year":2025,"cited_by_count":2},{"year":2024,"cited_by_count":14},{"year":2023,"cited_by_count":4},{"year":2022,"cited_by_count":9},{"year":2021,"cited_by_count":8},{"year":2020,"cited_by_count":13},{"year":2019,"cited_by_count":5},{"year":2018,"cited_by_count":7},{"year":2017,"cited_by_count":5},{"year":2016,"cited_by_count":12},{"year":2015,"cited_by_count":8},{"year":2014,"cited_by_count":10},{"year":2013,"cited_by_count":7},{"year":2012,"cited_by_count":8}],"updated_date":"2026-11-03T10:50:19.383937","created_date":"2016-06-24T00:00:00"}
