GMM estimation for high-dimensional panel data models
Year of publication: |
[2022]
|
---|---|
Authors: | Cheng, Tingting ; Dong, Chaohua ; Gao, Jiti ; Linton, Oliver |
Publisher: |
[Cambridge] : University of Cambridge, Faculty of Economics |
Subject: | Generalized method of moments | High dimensional moment model | Interactive effect | Over-identification issue | Panel data | Sieve method | Momentenmethode | Method of moments | Panel | Panel study | Schätztheorie | Estimation theory |
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