Quasi ML estimation of the panel AR(1) model with arbitrary initial conditions (Q528179): Difference between revisions
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Revision as of 00:31, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Quasi ML estimation of the panel AR(1) model with arbitrary initial conditions |
scientific article |
Statements
Quasi ML estimation of the panel AR(1) model with arbitrary initial conditions (English)
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12 May 2017
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dynamic panel data
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initial conditions
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fixed effects
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quasi maximum likelihood (QML)
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singular information matrix
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generalized method of moments (GMM)
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weak moment conditions
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local-to-zero asymptotics
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rate of convergence
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