Instrumental variable estimation of dynamic linear panel data models with defactored regressors and a multifactor error structure
Year of publication: |
December 2019
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Authors: | Norkute, Milda ; Sarafidis, Vasilis ; Yamagata, Takashi ; Cui, Guowei |
Publisher: |
[Victoria, Australia] : Monash University, Department of Econometrics and Business Statistics |
Subject: | method of moments | dynamic panel data | cross-sectional dependence | factor model | Panel | Panel study | Momentenmethode | Method of moments | Schätztheorie | Estimation theory | Faktorenanalyse | Factor analysis | Dynamische Wirtschaftstheorie | Economic dynamics |
Extent: | 1 Online-Ressource (circa 100 Seiten) |
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Series: | Working paper / Department of Econometrics and Business Statistics, Monash University. - Clayton, Vic., ZDB-ID 2419033-0. - Vol. 19, 32 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
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