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~isPartOf:"Cambridge working papers in economics"
~subject:"Method of moments"
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Structural interactions in spatial panels
Bhattacharjee, Arnab
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Holly, Sean
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2010
Persistent link: https://www.econbiz.de/10003944066
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2
Robust standard errors in transformed likelihood estimation of dynamic panel data models
Hayakawa, Kazuhiko
;
Pesaran, M. Hashem
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2012
Persistent link: https://www.econbiz.de/10009580056
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3
IV estimation of panels with factor residuals
Robertson, Donald
;
Sarafidis, Vasilis
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2013
Persistent link: https://www.econbiz.de/10009754517
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4
Transformed maximum likelihood estimation of short dynamic panel data models with interactive effects
Hayakawa, Kazuhiko
;
Peseran, Hashem
;
Smith, L. Vanessa
-
2014
Persistent link: https://www.econbiz.de/10010366308
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5
Debt, inflation and growth : robust estimation of long-run effects in dynamic panel data models
Chudik, Alexander
;
Mohaddes, Kamiar
;
Pesaran, M. Hashem
; …
-
2013
Persistent link: https://www.econbiz.de/10010210166
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6
GMM estimation for high-dimensional panel data models
Cheng, Tingting
;
Dong, Chaohua
;
Gao, Jiti
;
Linton, Oliver
-
2022
Persistent link: https://www.econbiz.de/10013484930
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