First difference or forward demeaning: Implications for the method of moments estimators (Q5864653)

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scientific article; zbMATH DE number 7538221
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First difference or forward demeaning: Implications for the method of moments estimators
scientific article; zbMATH DE number 7538221

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    First difference or forward demeaning: Implications for the method of moments estimators (English)
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    8 June 2022
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    dynamic panel data model
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    first difference
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    forward demeaning
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    generalized method of moments
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    instrumental variable estimation
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