Estimation of fixed effects dynamic panel data models: linear differencing or conditional expectation
DOI10.1080/07474938.2020.1772571zbMath1490.62449OpenAlexW3012272561MaRDI QIDQ5861015
Publication date: 4 March 2022
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474938.2020.1772571
incidental parameterinitial value distributionconditional mean approachfixed effects dynamic panel modelslinear difference approach
Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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Cites Work
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