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Fixed-effects vector decomposition : properties, reliability, and instruments
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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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Official URL: http://dx.doi.org/10.1093/pan/mpr008
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 |
| Date: | March 2011 |
| 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 |
Data sourced from Thomson Reuters' Web of Knowledge
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