Fixed T dynamic panel data estimators with multifactor errors
Artūras Juodis and Vasilis Sarafidis
| 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 | Simulation | Dynamische Wirtschaftstheorie | Economic dynamics | Momentenmethode | Method of moments |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00927872.2016.1178875 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012040421