Generalized dynamic panel data models with random effects for cross-section and time
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Publication:2451769
DOI10.1016/j.jeconom.2014.03.004zbMath1293.62197OpenAlexW2154421589MaRDI QIDQ2451769
Geert Mesters, Siem Jan Koopman
Publication date: 4 June 2014
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://papers.tinbergen.nl/12009.pdf
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to social sciences (62P25) Point estimation (62F10) Economic growth models (91B62) Statistical methods; economic indices and measures (91B82) Models of societies, social and urban evolution (91D10)
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