Fixed T dynamic panel data estimators with multifactor errors
Year of publication: |
2018
|
---|---|
Authors: | Juodis, Artūras ; Sarafidis, Vasilis |
Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 37.2018, 6/10, p. 893-929
|
Subject: | Dynamic panel data | factor model | fixed T consistency | maximum likelihood | Monte Carlo simulation | Panel | Panel study | Monte-Carlo-Simulation | Schätztheorie | Estimation theory | Schätzung | Estimation | Simulation | Faktorenanalyse | Factor analysis | Maximum-Likelihood-Schätzung | Maximum likelihood estimation |
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