Improving GMM efficiency in dynamic models for panel data with mean stationarity
Year of publication: |
2014-07
|
---|---|
Authors: | Calzolari, Giorgio ; Magazzini, Laura |
Institutions: | Dipartimento di Scienze Economiche, Facoltà di Economia |
Subject: | panel data | dynamic model | GMM estimation | mean stationarity | skewed individual effects |
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