Sequential and efficient GMM estimation of dynamic short panel data models
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Publication:5862518
DOI10.1080/07474938.2021.1889178zbMath1490.62453OpenAlexW3187189938MaRDI QIDQ5862518
Lung-fei Lee, Jihai Yu, Fei Jin
Publication date: 9 March 2022
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474938.2021.1889178
Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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Cites Work
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