DYNAMIC LINEAR PANEL REGRESSION MODELS WITH INTERACTIVE FIXED EFFECTS

DOI10.1017/S0266466615000328zbMath1441.62816OpenAlexW1839363539MaRDI QIDQ2981828

Martin Weidner, Hyungsik Roger Moon

Publication date: 10 May 2017

Published in: Econometric Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0266466615000328

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

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