Projection estimators for autoregressive panel data models
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Recommendations
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Cites work
- Another look at the instrumental variable estimation of error-components models
- Criterion-based inference for GMM in autoregressive panel data models.
- Efficient estimation of dynamic panel data models: Alternative assumptions and simplified estimation
- Efficient estimation of models for dynamic panel data
- Initial conditions and moment restrictions in dynamic panel data models
- Multivariate regression models for panel data
Cited in
(11)- Panel AR(1) estimators under misspecification
- Comparison of local projection estimators for proxy vector autoregressions
- Estimation of heterogeneous autoregressive parameters with short panel data
- Estimation procedure for a multiple time series model
- An efficient linear GMM estimator for the covariance stationary AR(1)/unit root model for panel data
- Modelling panels of intercorrelated autoregressive time series
- Projection Pursuit Autoregression in Time Series
- The projection approach for unbalanced panel data
- Mean average estimation of dynamic panel models with nonstationary initial condition
- New estimators of AR(2) panel data model
- Fixed T dynamic panel data estimators with multifactor errors
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