Estimation of heterogeneous autoregressive parameters with short panel data
Year of publication: |
September 2015
|
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Authors: | Mavroeidis, Sophocles ; Sasaki, Yuya ; Welch, Ivo |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 188.2015, 1, p. 219-235
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Subject: | Panel data | Employment dynamics | Heterogeneous autoregressive parameters | Initial conditions | Maximum likelihood | Panel | Panel study | Schätztheorie | Estimation theory | Autokorrelation | Autocorrelation | Maximum-Likelihood-Schätzung | Maximum likelihood estimation |
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