An augmented Anderson-Hsiao estimator for dynamic short-T panels
Alexander Chudik and M. Hashem Pesaran
| Year of publication: |
2022
|
|---|---|
| Authors: | Chudik, Alexander ; Pesaran, M. Hashem |
| Subject: | bias-corrected moment conditions | BMM | GMM | Hausman test | Monte-Carlo evidence | nonlinear moment conditions | panel VARs | self-instrumenting | Short-T dynamic panels | Momentenmethode | Method of moments | Panel | Panel study | VAR-Modell | VAR model | Monte-Carlo-Simulation | Monte Carlo simulation | Schätztheorie | Estimation theory | Schätzung | Estimation |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07474938.2021.1971388 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013364889