Likelihood approach to dynamic panel models with interactive effects
Jushan Bai
| Year of publication: |
2024
|
|---|---|
| Authors: | Bai, Jushan |
| Subject: | Efficiency | Factor structure | Identification | Incidental parameters | VAR | Panel | Panel study | Schätztheorie | Estimation theory | Schätzung | Estimation | VAR-Modell | VAR model | Maximum-Likelihood-Schätzung | Maximum likelihood estimation |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2023.105636 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015074609