Identification without assuming mean stationarity: quasi–maximum likelihood estimation of dynamic panel models with endogenous regressors (Q5083283)

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scientific article; zbMATH DE number 7546408
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Identification without assuming mean stationarity: quasi–maximum likelihood estimation of dynamic panel models with endogenous regressors
scientific article; zbMATH DE number 7546408

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    Identification without assuming mean stationarity: quasi–maximum likelihood estimation of dynamic panel models with endogenous regressors (English)
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    22 June 2022
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    control function
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    endogeneity
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    generalised method of moments
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    limited information
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    predetermined regressors
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    quasi-maximum likelihood
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    time-varying individual effects
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    weak identification
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