Asymptotically unbiased inference for a dynamic panel model with fixed effects when both n and T are large
Year of publication: |
2002
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Authors: | Hahn, Jinyong ; Kuersteiner, Guido M. |
Published in: |
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics. - [Wechselnde Erscheinungsorte] : [Wechselnde Verlage], ISSN 0012-9682, ZDB-ID 1798-X. - Vol. 70.2002, 4, p. 1639-1657
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Subject: | VAR-Modell | VAR model | Panel | Panel study | Theorie | Theory | Maximum-Likelihood-Schätzung | Maximum likelihood estimation |
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