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subject:"Indien"
subject:"Sparen"
~isPartOf:"The econometrics journal"
~person:"Kruiniger, Hugo"
~subject:"Autocorrelation"
~subject:"Maximum likelihood estimation"
~subject:"USA"
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Indien
Sparen
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Kruiniger, Hugo
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The econometrics journal
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Identification without assuming mean stationarity : quasi-maximum likelihood estimation of dynamic panel models with endogenous regressors
Kruiniger, Hugo
- In:
The econometrics journal
24
(
2021
)
3
,
pp. 417-441
Persistent link: https://www.econbiz.de/10012620713
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