Robust likelihood estimation of dynamic panel data models
Year of publication: |
2022
|
---|---|
Authors: | Alvarez, Javier ; Arellano, Manuel |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 226.2022, 1, p. 21-61
|
Subject: | Autoregressive panel data models | Bias-corrected score | Earnings process | Random effects | Time series heteroskedasticity | Panel | Panel study | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory |
-
Random autoregressive models : a structured overview
Regis, Marta, (2022)
-
Parigi, Giuseppe, (1993)
-
Forecasting economic time series using targeted predictors
Bai, Jushan, (2008)
- More ...
-
Robust likelihood estimation of dynamic panel data models
Alvarez, Javier, (2004)
-
The time series and cross section asymptotics of dynamic panel data estimators
Alvarez, Javier, (2003)
-
The time series and cross-section asymptotics of dynamic panel data estimators
Alvarez, Javier, (1998)
- More ...