Maximum likelihood estimation of fixed effects dynamic panel data models covering short time periods

DOI10.1016/S0304-4076(01)00143-9zbMath1016.62132OpenAlexW3125582943MaRDI QIDQ1867733

A. Kamil Tahmiscioglu, Cheng Hsiao, M. Hashem Pesaran

Publication date: 2 April 2003

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0304-4076(01)00143-9

zbMATH Keywords

tablesmaximum likelihood estimatorsGMMminimum distanceestimatorsdynamic panelsIVfixed and random effects

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12)

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