A bias-corrected method of moments approach to estimation of dynamic Short-T panels
Year of publication: |
September 20, 2017
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Authors: | Chudik, Alexander ; Pesaran, M. Hashem |
Publisher: |
Munich : CESifo, Center for Economic Studies & Ifo Institute |
Subject: | short-t dynamic panels | GMM | weak instrument problem | quadratic moment conditions | panel VARs | Monte Carlo evidence | Momentenmethode | Method of moments | Panel | Panel study | Monte-Carlo-Simulation | Monte Carlo simulation | Schätztheorie | Estimation theory | VAR-Modell | VAR model | Schätzung | Estimation |
Extent: | 1 Online-Ressource (circa 75 Seiten) Illustrationen |
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Series: | CESifo working papers. - München : [Verlag nicht ermittelbar], ISSN 2364-1428, ZDB-ID 2065232-X. - Vol. no. 6688 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Other identifiers: | hdl:10419/171152 [Handle] |
Classification: | C12 - Hypothesis Testing ; C13 - Estimation ; C23 - Models with Panel Data |
Source: | ECONIS - Online Catalogue of the ZBW |
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