The limited information maximum likelihood approach to dynamic panel structural equation models
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Publication:2255166
DOI10.1007/S10463-013-0438-5zbMATH Open1331.62451OpenAlexW1969589966MaRDI QIDQ2255166FDOQ2255166
Kentaro Akashi, Naoto Kunitomo
Publication date: 6 February 2015
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10463-013-0438-5
optimalityLIMLmany orthogonal conditionsdynamic panel structural equationforward and backward filters
Cites Work
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- On finite sample properties of alternative estimators of coefficients in a structural equation with many instruments
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- A SIMPLE EFFICIENT INSTRUMENTAL VARIABLE ESTIMATOR FOR PANEL AR(p) MODELS WHEN BOTHNANDTARE LARGE
Cited In (5)
- Double filter instrumental variable estimation of panel data models with weakly exogenous variables
- Maximum likelihood estimation of fixed effects dynamic panel data models covering short time periods
- Statistical inference for panel dynamic simultaneous equations models
- THE INFORMATION BOUND OF A DYNAMIC PANEL LOGIT MODEL WITH FIXED EFFECTS
- Challenges for Panel Financial Analysis
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