On quasi maximum-likelihood estimation of dynamic panel data models
Year of publication: |
December 2015
|
---|---|
Authors: | Phillips, Robert F. |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 137.2015, p. 91-94
|
Subject: | Fixed effects | QML estimation | Augmented dynamic panel data model | Panel | Panel study | Schätztheorie | Estimation theory | Schätzung | Estimation | Momentenmethode | Method of moments | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Dynamische Wirtschaftstheorie | Economic dynamics |
-
QML estimation of spatial dynamic panel data models with time varying spatial weights matrices
Lee, Lung-fei, (2012)
-
Kripfganz, Sebastian, (2014)
-
First difference estimation of spatial dynamic panel data models with fixed effects
Jin, Fei, (2020)
- More ...
-
Yezer, Anthony M.J., (1994)
-
Phillips, Robert F., (1995)
-
Estimation of a generalized random-effects model: some ECME algorithms and Monte Carlo evidence
Phillips, Robert F., (2004)
- More ...