GMM estimation for high-dimensional panel data models
Tingting Cheng, Chaohua Dong, Jiti Gao, Oliver Linton
| Year of publication: |
2024
|
|---|---|
| Authors: | Cheng, Tingting ; Donga, Chaohua ; Gao, Jiti ; Linton, Oliver |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ZDB-ID 1460617-3. - Vol. 244.2024, 1, Art.-No. 105853, p. 1-22
|
| Subject: | Generalized method of moments | Interactive effect | Over-identification issue | Semiparametric estimation | Sieve method | Momentenmethode | Method of moments | Schätztheorie | Estimation theory | Panel | Panel study | Nichtparametrisches Verfahren | Nonparametric statistics |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2024.105853 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015552378