{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,10,7]],"date-time":"2026-10-07T00:36:50Z","timestamp":1791333410718,"version":"4.3.1"},"reference-count":4,"publisher":"Wiley","issue":"2","license":[{"start":{"date-parts":[[2006,11,7]],"date-time":"2006-11-07T00:00:00Z","timestamp":1162857600000},"content-version":"vor","delay-in-days":5333,"URL":"http:\/\/onlinelibrary.wiley.com\/termsAndConditions#vor"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["J of Applied Econometrics"],"published-print":{"date-parts":[[1992,4]]},"abstract":"<jats:title>Abstract<\/jats:title><jats:p>We study the biases that are likely to arise in practice with panel data when parameters vary across individuals, but this is not allowed for in estimation. We consider both stationary and non\u2010stationary regressors. We find that biases can be severe for relatively small parameter variation, and that this problem is hard to detect. We study in some detail by Monte\u2010Carlo the performance of the Anderson\u2010Hsiao estimator in the presence of this particular mis\u2010specification.<\/jats:p>","DOI":"10.1002\/jae.3950070206","type":"journal-article","created":{"date-parts":[[2007,7,12]],"date-time":"2007-07-12T16:49:50Z","timestamp":1184258990000},"page":"175-189","source":"Crossref","is-referenced-by-count":97,"title":["Some strange properties of panel data estimators"],"prefix":"10.1002","volume":"7","author":[{"given":"D.","family":"Robertson","sequence":"first","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"J.","family":"Symons","sequence":"additional","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"311","published-online":{"date-parts":[[2006,11,7]]},"reference":[{"key":"e_1_2_1_2_1","doi-asserted-by":"publisher","DOI":"10.1016\/0304-4076(82)90095-1"},{"key":"e_1_2_1_3_1","doi-asserted-by":"crossref","unstructured":"Arellano M. (1989) \u2018A note on the Anderson\u2010Hsiao estimator for panel data\u2019 University of Oxford Applied Economics Discussion Paper Series No. 75.","DOI":"10.1016\/0165-1765(89)90025-6"},{"key":"e_1_2_1_4_1","volume-title":"Introduction to Statistical Time Series","author":"Fuller W.","year":"1976"},{"key":"e_1_2_1_5_1","doi-asserted-by":"publisher","DOI":"10.2307\/1911408"}],"container-title":["Journal of Applied Econometrics"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/api.wiley.com\/onlinelibrary\/tdm\/v1\/articles\/10.1002%2Fjae.3950070206","content-type":"unspecified","content-version":"vor","intended-application":"text-mining"},{"URL":"https:\/\/onlinelibrary.wiley.com\/doi\/pdf\/10.1002\/jae.3950070206","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2023,9,27]],"date-time":"2023-09-27T17:58:01Z","timestamp":1695837481000},"score":1,"resource":{"primary":{"URL":"https:\/\/onlinelibrary.wiley.com\/doi\/10.1002\/jae.3950070206"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[1992,4]]},"references-count":4,"journal-issue":{"issue":"2","published-print":{"date-parts":[[1992,4]]}},"alternative-id":["10.1002\/jae.3950070206"],"URL":"https:\/\/doi.org\/10.1002\/jae.3950070206","archive":["Portico"],"relation":{},"ISSN":["0883-7252","1099-1255"],"issn-type":[{"value":"0883-7252","type":"print"},{"value":"1099-1255","type":"electronic"}],"subject":[],"published":{"date-parts":[[1992,4]]}}}