Consistent method of moments estimation of the true fixed effects model
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Publication:1667939
DOI10.1016/j.econlet.2015.08.036zbMath1398.62377OpenAlexW1751059473MaRDI QIDQ1667939
Publication date: 31 August 2018
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.econlet.2015.08.036
Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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