Comment on `IV estimation of panels with factor residuals' by D. Robertson and V. Sarafidis
From MaRDI portal
Publication:2343826
DOI10.1016/j.jeconom.2014.12.002zbMath1331.62450OpenAlexW2027570597MaRDI QIDQ2343826
Publication date: 6 May 2015
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2014.12.002
Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12)
Related Items
Panel models with interactive effects, Fixed T dynamic panel data estimators with multifactor errors
Cites Work
- Efficient estimation of models for dynamic panel data
- Another look at the instrumental variable estimation of error-components models
- Panel data models with multiple time-varying individual effects
- IV estimation of panels with factor residuals
- Consistent Estimates Based on Partially Consistent Observations