Identification without assuming mean stationarity: quasi–maximum likelihood estimation of dynamic panel models with endogenous regressors

DOI10.1093/ECTJ/UTAA036OpenAlexW3110974883MaRDI QIDQ5083283FDOQ5083283

Authors: Hugo Kruiniger 

Publication date: 22 June 2022

Published in: Econometrics Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/ectj/utaa036

zbMATH Keywords

endogeneitygeneralised method of momentstime-varying individual effectsweak identificationcontrol functionquasi-maximum likelihoodlimited informationpredetermined regressors

Mathematics Subject Classification ID

Statistics (62-XX)

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