Identification by Laplace transforms in nonlinear time series and panel models with unobserved stochastic dynamic effects (Q1739883): Difference between revisions

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Property / DOI: 10.1016/j.jeconom.2018.01.012 / rank
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Latest revision as of 07:15, 11 December 2024

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Identification by Laplace transforms in nonlinear time series and panel models with unobserved stochastic dynamic effects
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    Identification by Laplace transforms in nonlinear time series and panel models with unobserved stochastic dynamic effects (English)
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    29 April 2019
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    semiparametric identification
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    nonlinear factor model
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    conditional moment restrictions
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    cross-differencing
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    count panel data
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