Monte Carlo two-stage indirect inference (2SIF) for autoregressive panels
Lynda Khalaf, Charles J. Saunders
| Year of publication: |
2020
|
|---|---|
| Authors: | Khalaf, Lynda ; Saunders, Charles J. |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 218.2020, 2, p. 419-434
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| Subject: | Dynamic panel model | Indirect inference | Mean-nonstationary | Monte Carlo tests | Test inversion | Monte-Carlo-Simulation | Monte Carlo simulation | Panel | Panel study | Statistischer Test | Statistical test | Induktive Statistik | Statistical inference | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2020.04.023 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012483164