Minimum distance estimation of dynamic models with errors-in-variables
Year of publication: |
2014
|
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Authors: | Gospodinov, Nikolay ; Komunjer, Ivana ; Ng, Serena |
Publisher: |
Atlanta, GA : Federal Reserve Bank of Atlanta |
Subject: | measurement error | minimum distance | simulation estimation | dynamic panel |
Series: | Working Paper ; 2014-11 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 79533916X [GVK] hdl:10419/101033 [Handle] RePEc:fip:fedawp:2014-11 [RePEc] |
Classification: | C1 - Econometric and Statistical Methods: General ; C3 - Econometric Methods: Multiple/Simultaneous Equation Models |
Source: |
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Minimum distance estimation of dynamic models with errors-in-variables
Gospodinov, Nikolaj, (2014)
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Minimum Distance Estimation of Dynamic Models with Errors-In-Variables
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