Quasi-maximum likelihood estimation of short panel data models with time-varying individual effects (Q2075041)
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English | Quasi-maximum likelihood estimation of short panel data models with time-varying individual effects |
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Quasi-maximum likelihood estimation of short panel data models with time-varying individual effects (English)
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11 February 2022
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unobserved time-varying individual effects
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quasi-maximum likelihood
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efficient estimator
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ECM algorithm
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large sample properties
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