Robust likelihood estimation of dynamic panel data models
Year of publication: |
2022
|
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Authors: | Alvarez, Javier ; Arellano, Manuel |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 226.2022, 1, p. 21-61
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Subject: | Autoregressive panel data models | Bias-corrected score | Earnings process | Random effects | Time series heteroskedasticity | Panel | Panel study | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory |
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