Recursive estimation in large panel data models : theory and practice
Year of publication: |
2021
|
---|---|
Authors: | Jiang, Bin ; Yang, Yanrong ; Gao, Jiti ; Hsiao, Cheng |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 224.2021, 2, p. 439-465
|
Subject: | Factor model | Initial estimation | Multiplicative structure | Nonlinear optimization | Panel | Panel study | Schätztheorie | Estimation theory | Schätzung | Estimation |
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