Maximum Likelihood Estimation of Dynamic Linear Panel Data Models with Fixed Effects
Year of publication: |
2002-06
|
---|---|
Authors: | Kruiniger, Hugo |
Institutions: | School of Economics and Finance, Queen Mary |
Subject: | Dynamic panel data models | Fixed effects | Maximum Likelihood | GMM | Modified ML | Bayesian methods | Redundancy | Cramer-Rao and Fisher efficiency bounds | Unit root test |
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