Instrumental variable estimation of dynamic linear panel data models with defactored regressors and a multifactor error structure
Milda Norkutė, Vasilis Sarafidis, Takashi Yamagata, Guowei Cui
| Year of publication: |
2021
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|---|---|
| Authors: | Norkutė, Milda ; Sarafidis, Vasilis ; Yamagata, Takashi ; Cui, Guowei |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 220.2021, 2, p. 416-446
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| Subject: | Cross-sectional dependence | Factor model | Dynamic panel data | Method of moments | Panel | Panel study | Momentenmethode | Faktorenanalyse | Factor analysis | Schätztheorie | Estimation theory | Monte-Carlo-Simulation | Monte Carlo simulation | Dynamische Wirtschaftstheorie | Economic dynamics |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2020.04.008 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012618523