Optimality of two-stage estimator in panel models under mean squared error criterion

MaRDI QIDQ2990978zbMATH OpenFDO

Authors Xiaoxia Yang, Yonghui Fan

Publication date 10 August 2016

zbMATH Keywords

within estimatortwo-stage estimatorbetween individual estimatorbetween time estimator

Mathematics Subject Classification ID

Point estimation (62F10)

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Cited in

(1)

• On the ratio of estimators of panel model's spectral decomposition eigenvalues

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