Cross-sectional quasi-maximum likelihood and bias-corrected pooled least squares estimators for short dynamic panels
Author:
Funder
Ministry of Education
Publisher
Springer Science and Business Media LLC
Subject
Economics and Econometrics,Social Sciences (miscellaneous),Mathematics (miscellaneous),Statistics and Probability
Link
http://link.springer.com/content/pdf/10.1007/s00181-020-02007-x.pdf
Reference34 articles.
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2. Ahn SC, Thomas GC (2006) Likelihood based inference for dynamic panel data models. Unpublished manuscript, Arizona State University
3. Alvarez J, Arellano M (2004) Robust likelihood estimation of dynamic panel data models. CEMFI working paper
4. Anderson TW, Hsiao C (1981) Estimation of dynamic models with error components. J Am Stat Assoc 76(375):598–606
5. Anderson TW, Hsiao C (1982) Formulation and estimation of dynamic models using panel data. J Econ 18(1):47–82
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