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the estimation of long-run effects in dynamic heterogeneous panel data models with cross-sectionally dependent errors. The …
Persistent link: https://www.econbiz.de/10013071384
the estimation of long-run effects in dynamic heterogeneous panel data models with cross-sectionally dependent errors. The …
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In the context of an autoregressive panel data model with fixed effect, we examine the relationship between consistent …. -- dynamic panel data model with fixed effect ; incidental parameter problem ; consistency in estimation ; model selection …
Persistent link: https://www.econbiz.de/10003817214
This paper discusses likelihood-based estimation of linear panel data models with general predetermined variables and … likelihood function allows applying the Bayesian apparatus to this class of panel data models. Combining the aforementioned …
Persistent link: https://www.econbiz.de/10013125050
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