On IV, GMM and ML in a dynamic panel data model
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Publication:1350553
DOI10.1016/0165-1765(95)00785-7zbMath0875.90183MaRDI QIDQ1350553
Publication date: 27 February 1997
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0165-1765(95)00785-7
62P20: Applications of statistics to economics
91B82: Statistical methods; economic indices and measures
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Indirect inference estimation of dynamic panel data models, Maximum likelihood estimation of fixed effects dynamic panel data models covering short time periods, ESTIMATION AND INFERENCE IN SHORT PANEL VECTOR AUTOREGRESSIONS WITH UNIT ROOTS AND COINTEGRATION
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