Asymptotic distribution of quasi-maximum likelihood estimation of dynamic panels using long difference transformation when both \(N\) and \(T\) are large (Q513770): Difference between revisions

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English	Asymptotic distribution of quasi-maximum likelihood estimation of dynamic panels using long difference transformation when both \(N\) and \(T\) are large	scientific article

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scholarly article

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title

Asymptotic distribution of quasi-maximum likelihood estimation of dynamic panels using long difference transformation when both \(N\) and \(T\) are large (English)

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Statistical Methods and Applications

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publication date

7 March 2017

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zbMATH Keywords

dynamic panel model

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maximum likelihood estimation

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long difference

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1007/s10260-016-0355-x

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cites work

The Time Series and Cross-Section Asymptotics of Dynamic Panel Data Estimators

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Estimation of Dynamic Models with Error Components

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Formulation and estimation of dynamic models using panel data

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Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations

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Another look at the instrumental variable estimation of error-components models

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A note on transformed likelihood approach in linear dynamic panel models

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Long difference instrumental variables estimation for dynamic panel models with fixed effects

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Analysis of Panel Data

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Maximum likelihood estimation of fixed effects dynamic panel data models covering short time periods

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IV, GMM or likelihood approach to estimate dynamic panel models when either \(N\) or \(T\) or both are large

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The analytic inversion of any finite symmetric tridiagonal matrix

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Identifiers

zbMATH Open document ID

1361.62053

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Mathematics Subject Classification ID

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10.1007/S10260-016-0355-X

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Mathematics(1 entry)

mardi Publication:513770

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+maximum likelihood estimation
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+The Time Series and Cross-Section Asymptotics of Dynamic Panel Data Estimators
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+Estimation of Dynamic Models with Error Components
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+Formulation and estimation of dynamic models using panel data
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@@ Property / cites work @@
+Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations
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+Another look at the instrumental variable estimation of error-components models
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+A note on transformed likelihood approach in linear dynamic panel models
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+Long difference instrumental variables estimation for dynamic panel models with fixed effects
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+Analysis of Panel Data
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+Maximum likelihood estimation of fixed effects dynamic panel data models covering short time periods
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+IV, GMM or likelihood approach to estimate dynamic panel models when either \(N\) or \(T\) or both are large
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@@ Property / cites work @@
+The analytic inversion of any finite symmetric tridiagonal matrix
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