Maximum likelihood estimation of dynamic panel data models with interactive effects : quasi-differencing over time or across ndividuals?
Cheng Hsiao and Qiankun Zhou
| Year of publication: |
2023
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|---|---|
| Authors: | Hsiao, Cheng ; Zhou, Qiankun |
| Published in: |
Essays in honor of Joon Y. Park : econometric methodology in empirical applications. - Bingley, U.K. : Emerald Publishing Limited, ISBN 978-1-83753-214-8. - 2023, p. 353-384
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| Subject: | Dynamic panel models | interactive effects | maximum likelihoodestimation | quasi-difference | high dimensional data | unbiasedness | Panel | Panel study | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Schätztheorie | Estimation theory | Schätzung | Estimation |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1108/S0731-90532023000045B015 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014315463