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