Unified \(M\)-estimation of fixed-effects spatial dynamic models with short panels (Q1644255)

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scientific article; zbMATH DE number 6892677
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    Unified \(M\)-estimation of fixed-effects spatial dynamic models with short panels
    scientific article; zbMATH DE number 6892677

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      Unified \(M\)-estimation of fixed-effects spatial dynamic models with short panels (English)
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      21 June 2018
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      adjusted quasi score
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      dynamic panels
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      fixed effects
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      initial-condition free estimation
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      martingale difference
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      OPMD
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      spatial effects
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      short panels
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      robust against nonnormality
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