ROBUST LIKELIHOOD ESTIMATION OF DYNAMIC PANEL DATA MODELS
Year of publication: |
2004-12
|
---|---|
Authors: | Alvarez, Javier ; Arellano, Manuel |
Institutions: | Centro de Estudios Monetarios y Financieros (CEMFI) |
Subject: | Autoregressive panel data model | bias corrected score | time series heteroskedasticity | random effects | unit root identification | mean stationarity | individual earnings |
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