Plümper, Thomas and Troeger, Vera E.. (2011) Fixed-effects vector decomposition : properties, reliability, and instruments. Political Analysis, Vol.19 (No.2). pp. 147-164. ISSN 1047-1987

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Abstract

This article reinforces our 2007 Political Analysis publication in demonstrating that the fixed-effects vector decomposition (FEVD) procedure outperforms any other estimator in estimating models that suffer from the simultaneous presence of time-varying variables correlated with unobserved unit effects and time-invariant variables. We compare the finite-sample properties of FEVD not only to the Hausman-Taylor estimator but also to the pretest estimator and the shrinkage estimator suggested by Breusch, Ward, Nguyen and Kompas (BWNK), and Greene in this symposium. Moreover, we correct the discussion of Greene and BWNK of FEVD's asymptotic and finite-sample properties.

Item Type:	Journal Article
Subjects:	J Political Science > JA Political science (General)
Divisions:	Faculty of Social Sciences > Economics Faculty of Social Sciences > Politics and International Studies
Journal or Publication Title:	Political Analysis
Publisher:	Oxford University Press
ISSN:	1047-1987
Official Date:	March 2011
Dates:	Date Event March 2011 Published
Volume:	Vol.19
Number:	No.2
Page Range:	pp. 147-164
Identification Number:	10.1093/pan/mpr008
Status:	Peer Reviewed
Publication Status:	Published
Access rights to Published version:	Restricted or Subscription Access
URI:	http://wrap.warwick.ac.uk/id/eprint/42337

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