Robinson, Peter M. and Velasco, Carlos (2019) Estimation for dynamic panel data with individual effects. Econometric Theory, 36 (2). pp. 185-222. ISSN 0266-4666
Full text not available from this repository.Abstract
The article discusses statistical inference in parametric models for panel data. The models feature dynamics of a general nature, individual effects, and possible explanatory variables. The focus is on large-cross-section inference on Gaussian pseudo maximum likelihood estimates with temporal dimension kept fixed, partially complementing and extending recent work of the authors. We focus on a particular kind of initial condition but go on to discuss implications of alternative initial conditions. Some possible further developments are briefly reviewed.
| Item Type: | Article |
|---|---|
| Official URL: | https://www.cambridge.org/core/journals/econometri... |
| Additional Information: | © 2019 Cambridge University Press |
| Divisions: | Economics |
| Subjects: | H Social Sciences > HB Economic Theory |
| Date Deposited: | 05 Apr 2019 23:12 |
| Last Modified: | 25 Oct 2024 03:39 |
| URI: | http://eprints.lse.ac.uk/id/eprint/100417 |
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