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Political Analysis Political Analysis

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Of Nickell Bias and its Cures: Comment on Gaibulloev, Sandler, and Sul

Published online by Cambridge University Press:  04 January 2017

Nathaniel L. Beck ,
Jonathan N. Katz  and
Umberto G. Mignozzetti
Nathaniel L. Beck*
Affiliation:
Department of Politics, New York University, New York, NY 10003
Jonathan N. Katz
Affiliation:
Division of the Humanities and Social Sciences, California Institute of Technology—Pasadena, Pasadena, CA 91125. e-mail: jkatz@caltech.edu
Umberto G. Mignozzetti
Affiliation:
Department of Politics, New York University, New York, NY 10003. e-mail: umberto.mig@nyu.edu
*
e-mail: nathaniel.beck@nyu.edu (corresponding author)
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Type
Article Commentary
Information
Political Analysis , Volume 22 , Issue 2 , Spring 2014 , pp. 274 - 278
Copyright
Copyright © The Author 2014. Published by Oxford University Press on behalf of the Society for Political Methodology 

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Footnotes

Authors' note: The R code for the simulations is available in the Political Analysis Dataverse at http://dx.doi.org/10.7910/DVN/24503.

References

Alvarez, Javier, and Arellano, Manuel. 2003. The time series and cross-section asymptotics of dynamic panel data estimators. Econometrica 71: 1121–59.CrossRefGoogle Scholar
Beck, Nathaniel, and Katz, Jonathan N. 2009. Modeling dynamics in time-series-cross-section political economy data. Caltech Social Science Working Paper No. 1304.Google Scholar
Beck, Nathaniel, and Katz, Jonathan N. 2011. Modeling dynamics in time-series-cross-section political economy data. Annual Review of Political Science 14: 331–52.CrossRefGoogle Scholar
Efron, Bradley, and Tibshirani, Robert J. 1993. An introduction to the bootstrap. New York: Chapman & Hall.CrossRefGoogle Scholar
Gaibulloev, Khusrav, Sandler, Todd, and Sul, Donggyu. 2014. Dynamic panel analysis under cross-sectional dependence. Political Analysis 22: 258–73.CrossRefGoogle Scholar
Gill, Jeff. 1999. The insignificance of null hypothesis statistical testing. Political Research Quarterly 52: 647–74.CrossRefGoogle Scholar
Hsiao, Cheng. 2003. Analysis of panel data. 2nd ed. New York: Cambridge University Press.CrossRefGoogle Scholar
Judson, Katherine A., and Owen, Anne L. 1999. Estimating dynamic panel data models: A guide for macroeconomists. Economics Letters 65: 9–15.CrossRefGoogle Scholar
Kiviet, Jan F. 1995. On bias, inconsistency, and efficiency of various estimators in dynamic panel models. Journal of Econometrics 68: 53–78.CrossRefGoogle Scholar
Nickell, Stephen. 1981. Biases in dynamic models with fixed effects. Econometrica 49: 1417–26.CrossRefGoogle Scholar
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