New results on asymptotic properties of likelihood estimators with persistent data for small and large T
Year of publication: |
2023
|
---|---|
Authors: | Juodis, Artūras ; Sarafidis, Vasilis |
Published in: |
SERIEs - Journal of the Spanish Economic Association. - ISSN 1869-4195. - Vol. 14.2023, 3/4, p. 435-461
|
Publisher: |
Heidelberg : Springer |
Subject: | Dynamic panel data | Maximum likelihood | Monte Carlo simulation |
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