Generalized dynamic panel data models with random effects for cross-section and time
Year of publication: |
2014
|
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Authors: | Mesters, G. ; Koopman, Siem Jan |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 180.2014, 2, p. 127-140
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Subject: | Dynamic panel data | Non-Gaussian | Importance sampling | Random effects | Panel | Panel study | Monte-Carlo-Simulation | Monte Carlo simulation | Schätzung | Estimation | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Stochastischer Prozess | Stochastic process | Stichprobenerhebung | Sampling | Statistische Verteilung | Statistical distribution | Theorie | Theory |
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