Search results with tag "Exogeneity"

Chapter 2. Dynamic panel data models - univ-orleans.fr

1. Introduction Dynamic panel issues 1 If lagged dependent variables appear as explanatory variables, strict exogeneity of the regressors no longer holds. The LSDV is no longer consistent when n tends to in–nity and T is –xed.

  Data, Panels, Panel data, Exogeneity