Quasi-maximum likelihood estimation of short panel data models with time-varying individual effects (Q2075041)

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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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