New results on asymptotic properties of likelihood estimators with persistent data for small and large T
Year of publication: |
2023
|
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Authors: | Juodis, Artūras ; Sarafidis, Vasilis |
Published in: |
SERIEs : Journal of the Spanish Economic Association. - Berlin : Springer, ISSN 1869-4195, ZDB-ID 2536381-5. - Vol. 14.2023, 3/4, p. 435-461
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Subject: | Dynamic panel data | Maximum likelihood | Monte Carlo simulation | Monte-Carlo-Simulation | Schätztheorie | Estimation theory | Panel | Panel study | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Momentenmethode | Method of moments |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.1007/s13209-023-00286-y [DOI] hdl:10419/286584 [Handle] |
Classification: | C13 - Estimation ; C33 - Models with Panel Data |
Source: | ECONIS - Online Catalogue of the ZBW |
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