Quasi-maximum likelihood estimation of short panel data models with time-varying individual effects

DOI10.1007/s00184-021-00825-2zbMath1493.62109OpenAlexW3174418108MaRDI QIDQ2075041

Yan Sun, Wei Huang

Publication date: 11 February 2022

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00184-021-00825-2

zbMATH Keywords

quasi-maximum likelihoodefficient estimatorECM algorithmlarge sample propertiesunobserved time-varying individual effects

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Bayesian inference (62F15)

Related Items

Robust estimation of panel data regression models and applications

Cites Work

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