Fixed T Dynamic Panel Data Estimators with Multi-Factor Errors
Year of publication: |
2014-07-30
|
---|---|
Authors: | Juodis, Arturas ; Sarafidis, Vasilis |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | Dynamic Panel Data | Factor Model | Maximum Likelihood | Fixed T Consistency | Monte Carlo Simulation |
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