Maximum likelihood estimation of fixed effects dynamic panel data models covering short time periods
Year of publication: |
2002
|
---|---|
Authors: | Hsiao, Cheng ; Pesaran, M. Hashem ; Tahmiscouglu, A. Kamil |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 109.2002, 1, p. 107-150
|
Subject: | Panel | Panel study | Theorie | Theory | Momentenmethode | Method of moments | Maximum-Likelihood-Schätzung | Maximum likelihood estimation |
-
Robust standard errors in transformed likelihood estimation of dynamic panel data models
Hayakawa, Kazuhiko, (2012)
-
Robust standard errors in transformed likelihood estimation of dynamic panel data models
Hayakawa, Kazuhiko, (2012)
-
Maximum likelihood and GMM estimation of dynamic panel data models with fixed effects
Kruiniger, Hugo, (2000)
- More ...
-
Essays in honor of Cheng Hsiao
Li, Tong, (2020)
-
Bayes estimation of short-run coefficients in dynamic panel data models
Hsiao, Cheng, (1998)
-
Diagnostic tests of cross section independence for nonlinear panel data models
Hsiao, Cheng, (2007)
- More ...