Identification by Laplace transforms in nonlinear time series and panel models with unobserved stochastic dynamic effects
Patrick Gagliardini, Christian Gouriéroux
| Year of publication: |
2019
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|---|---|
| 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
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| Subject: | Semi-parametric identification | Nonlinear factor model | Conditional moment restrictions | Cross-differencing | Count panel data | Theorie | Theory | Panel | Panel study | Zeitreihenanalyse | Time series analysis | Nichtlineare Regression | Nonlinear regression | Nichtparametrisches Verfahren | Nonparametric statistics | Schätzung | Estimation | Momentenmethode | Method of moments |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2018.01.012 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012149372