A QUASI-DIFFERENCING APPROACH TODYNAMIC MODELLING FROM A TIMESERIES OF INDEPENDENT CROSS SECTIONS

We motivate and describe a GMM method of estimating linear dynamic models from atime series of independent cross sections. This involves subjecting the model to aquasi-differencing transformation across pairs of individuals that belong to the samegroup...

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Year of publication:	2000-03-01
Authors:	Girma, Sourafel
Institutions:	University <Nottingham> / Department of Economics
Subject:	Dynamisches Modell \| Heterogenität \| Schätzfunktion \| Querschnitt \| Differenzierung \| vertical differentiation

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Extent:	126976 bytes 29 p. application/pdf
Series:	The University of Nottingham / School of Economics - discussion papers Discussion Paper ; No. 00/5
Type of publication:	Book / Working Paper
Language:	English
ISSN:	1360-2438
Classification:	Strategic management ; Market research ; Individual Working Papers, Preprints ; No country specification
Source:	USB Cologne (business full texts)

Persistent link: https://www.econbiz.de/10005869185