Indirect inference for dynamic panel models

DOI10.1016/j.jeconom.2009.10.024zbMath1431.62616OpenAlexW2136506776MaRDI QIDQ530970

Jun Yu, Peter C. B. Phillips, Christian Gouriéroux

Publication date: 1 August 2016

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

Full work available at URL: https://ink.library.smu.edu.sg/soe_research/279

zbMATH Keywords

bias reductionfixed effectsautoregressionindirect inferencedynamic panel

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (31)

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Cites Work

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