The DOI matches its Crossref record; 22 of the 22 references it cites were found in a registry or an index.
On bias, inconsistency, and efficiency of various estimators in dynamic panel data models
Overview
The claims and statistics of this paper haven’t been checked yet.
Run the check — free, no account needed. It reads the open-access text and checks the sources it cites.
Integrity signals
Registry
Cites
Statistics
Verification
Claims the paper makes
The claims and statistics of this paper haven’t been checked yet.
Run the check — free, no account needed. It reads the open-access text and checks the sources it cites.
Self-check
Percentages, sums and reported differences re-computed from the paper’s own numbers.
The self-check needs the paper’s full text.
Citations
Cites
Arellano, M., & Bond, S. (1991) · The Review of Economic Studies · doi:10.2307/2297968 · Cited by 33,272
Biases in dynamic models with fixed effects
Nickell, S. (1981) · Econometrica · doi:10.2307/1911408 · Cited by 8,735
Hsiao, C. (2014) · doi:10.1017/cbo9781139839327 · Cited by 7,869
Hsiao, C. (2022) · doi:10.1017/9781009057745 · Cited by 7,869
Estimating Vector Autoregressions with Panel Data
Holtz-Eakin, D., Newey, W., & Rosen, H. S. (1988) · Econometrica · doi:10.2307/1913103 · Cited by 4,239
Formulation and estimation of dynamic models using panel data
Anderson, T. W., & Hsiao, C. (1982) · Journal of Econometrics · doi:10.1016/0304-4076(82)90095-1 · Cited by 2,849
Estimation of Dynamic Models with Error Components
Anderson, T. W., & Hsiao, C. (1981) · Journal of the American Statistical Association · doi:10.1080/01621459.1981.10477691 · Cited by 2,281
Efficient estimation of models for dynamic panel data
Ahn, S. C., & Schmidt, P. (1995) · Journal of Econometrics · doi:10.1016/0304-4076(94)01641-c · Cited by 1,031
Balestra, P., & Nerlove, M. (1966) · Econometrica · doi:10.2307/1909771 · Cited by 1,005
The Econometrics of Panel Data: Fundamentals and Recent Developments in Theory and Practice
(2008) · Advanced Studies in Theoretical and Applied Econometrics · doi:10.1007/978-3-540-75892-1 · Cited by 770
Cited by
How to do Xtabond2: An Introduction to Difference and System GMM in Stata
Roodman, D. (2009) · The Stata Journal: Promoting communications on statistics and Stata · doi:10.1177/1536867x0900900106 · Cited by 9,848
Estimating dynamic panel data models: a guide for macroeconomists
Judson, R. A., & Owen, A. L. (1999) · Economics Letters · doi:10.1016/s0165-1765(99)00130-5 · Cited by 2,171
Arellano, M. (2003) · doi:10.1093/0199245282.001.0001 · Cited by 2,108
Panel Data Models With Interactive Fixed Effects
(2009) · Econometrica · doi:10.3982/ecta6135 · Cited by 1,690
Financial development and economic growth: evidence from panel unit root and cointegration tests
Christopoulos, D. K., & Tsionas, E. G. (2004) · Journal of Development Economics · doi:10.1016/j.jdeveco.2003.03.002 · Cited by 1,049
Metadata
- Authors
- Kiviet, J. F.
- Venue
- Journal of Econometrics
- Publisher
- Elsevier BV
- Published
- 1995-07
- Volume
- 68
- Issue
- 1
- Pages
- 53-78
- ISSN
- 0304-4076 (ISSN-L)
- OpenAlex
- W2053625815
- Cited by
- 1,926
- References
- 22
- FWCI
- 13.48
- Type
- journal article
- Language
- en
- Open access
- closed
About these checks
Registry, retraction, Cites and statistics results are computed, not judged, with one exception: a printed reference that no index lists is read once by a model before it counts as a citation error. Claims are extracted by a model and kept only when their quote appears verbatim in the text; each cited source is then checked, with a model’s help, for whether it says what the claim relies on. Those verdicts can be wrong — read the claim’s quote and the cited source before relying on one.
Statistics and arithmetic are recomputed, not judged.
Confidence bands are shown only for fields calibrated on our annotated test set. None is calibrated yet, so no band is shown.
What counts as a claim ›How we measure confidence ›How we check this ›
Are you an author, or do you see a problem with this page? Request a review
How to cite
Cite CoChat for the checks on this page, and the paper for its own findings.
- This page
- CoChat. (2026). Citation check: On bias, inconsistency, and efficiency of various estimators in dynamic panel data models. https://app.cochat.ai/papers/10.1016/0304-4076(94)01643-e
- The paper
- Kiviet, J. F. (1995). On bias, inconsistency, and efficiency of various estimators in dynamic panel data models. Journal of Econometrics. https://doi.org/10.1016/0304-4076(94)01643-e
Data sources
Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.