Identification by Laplace transforms in nonlinear time series and panel models with unobserved stochastic dynamic effects
Year of publication: |
2019
|
---|---|
Authors: | Gagliardini, Patrick ; Gouriéroux, Christian |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 208.2019, 2, p. 613-637
|
Subject: | Semi-parametric identification | Nonlinear factor model | Conditional moment restrictions | Cross-differencing | Count panel data | Panel | Panel study | Zeitreihenanalyse | Time series analysis | Nichtlineare Regression | Nonlinear regression | Nichtparametrisches Verfahren | Nonparametric statistics | Schätztheorie | Estimation theory | Schätzung | Estimation |
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