First difference maximum likelihood and dynamic panel estimation
Year of publication: |
2013
|
---|---|
Authors: | Han, Chirok ; Phillips, Peter C.B. |
Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 175.2013, 1, p. 35-45
|
Publisher: |
Elsevier |
Subject: | Asymptote | Bounded support | Dynamic panel | Efficiency | First difference MLE | Likelihood | Quartic equation | Restricted extremum estimator |
-
First Difference MLE and Dynamic Panel Estimation
Han, Chirok, (2011)
-
Using a trade-induced catch-up model to explain China's provincial economic growth 1978 - 97
Yao, Yudong, (2001)
-
Using A Trade-induced Catch-up Model to Explain China's Provincial Economic Growth 1978-97
Yao, Yudong, (2001)
- More ...
-
True Limit Distributions of the Anderson-Hsiao IV Estimators in Panel Autoregression
Phillips, Peter C.B., (2014)
-
The true limit distributions of the Anderson–Hsiao IV estimators in panel autoregression
Phillips, Peter C.B., (2015)
-
First Difference MLE and Dynamic Panel Estimation
Han, Chirok, (2011)
- More ...