Estimation and inference for linear panel data models under misspecification when both n and T are large
Year of publication: |
2014
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Authors: | Galvao, Antonio Fialho <Jr.> ; Kato, Kengo |
Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 32.2014, 2, p. 285-309
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Subject: | Cross-section bootstrap | Fixed effects estimator | Incidental parameters problem | Panel | Panel study | Schätztheorie | Estimation theory | Bootstrap-Verfahren | Bootstrap approach | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Induktive Statistik | Statistical inference |
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