Dynamic panels with MIDAS covariates : nonlinearity, estimation and fit
Lynda Khalaf, Maral Kichian, Charles J. Saunders, Marcel Voia
| Year of publication: |
2021
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|---|---|
| Authors: | Khalaf, Lynda ; Kichian, Maral ; Saunders, Charles J. ; Voia, Marcel-Christian |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 220.2021, 2, p. 589-605
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| Subject: | Dynamic panel model | Mixed data sampling | Reserve holdings model | Unidentified nuisance parameter | Panel | Panel study | Schätztheorie | Estimation theory | Stichprobenerhebung | Sampling | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2020.04.015 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012618569