Some properties of the LIML estimator in a dynamic panel structural equation

Author:

Akashi Kentaro,Kunitomo Naoto

Publisher

Elsevier BV

Subject

Applied Mathematics,Economics and Econometrics

Reference19 articles.

1. Akashi, K., 2008, t-Test in dynamic panel structural equations, Unpublished Manuscript.

2. Akashi, K., Kunitomo, N., 2010a, Some properties of the LIML estimator in a dynamic panel structural equation, Discussion Paper CIRJE-F-707, Graduate School of Economics, University of Tokyo, http://www.e.u-tokyo.ac.jp/cirje/research/dp/2010/2010cf707.pdf.

3. Akashi, K., Kunitomo, N., 2010b, The limited information maximum likelihood approach to dynamic panel structural equations, Discussion Paper CIRJE-F-708, Graduate School of Economics, University of Tokyo.

4. The time series and cross section asymptotics of dynamic panel data estimators;Alvarez;Econometrica,2003

5. Estimation of dynamic models with error components;Anderson;Journal of the American Statistical Association,1981

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