Efficiency of QMLE for Dynamic Panel Data Models with Interactive Effects
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Cites work
- A maximum likelihood method for the incidental parameter problem
- Asymptotic Statistics
- Asymptotically Unbiased Inference for a Dynamic Panel Model with Fixed Effects when Both n and T Are Large
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- scientific article; zbMATH DE number 1964693 (Why is no real title available?)
- scientific article; zbMATH DE number 3396952 (Why is no real title available?)
- Likelihood approach to dynamic panel models with interactive effects
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- Panel data models with interactive fixed effects
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- Semiparametric efficiency bounds for high-dimensional models
- Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations
- Spatial dynamic panel data models with interactive fixed effects
- Statistical analysis of factor models of high dimension
- The incidental parameter problem since 1948
- Theory and methods of panel data models with interactive effects
- Weak convergence and empirical processes. With applications to statistics
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