Monte Carlo two-stage indirect inference (2SIF) for autoregressive panels (Q2227053)

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scientific article; zbMATH DE number 7308417
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    Monte Carlo two-stage indirect inference (2SIF) for autoregressive panels
    scientific article; zbMATH DE number 7308417

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      Monte Carlo two-stage indirect inference (2SIF) for autoregressive panels (English)
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      9 February 2021
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      dynamic panel model
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      mean-nonstationary
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      indirect inference
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      Monte Carlo tests
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      test inversion
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