On the asymptotic distribution of the quadratic GMM estimator of a dynamic panel data model under a unit root
Tue Gørgens, Chirok Han, Sen Xue
| Year of publication: |
2020
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|---|---|
| Authors: | Gørgens, Tue ; Han, Chirok ; Xue, Sen |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 197.2020, p. 1-3
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| Subject: | Fixed effects | Dynamic panel data models | Generalized method of moments | Nonstandard limiting distributions | Quadratic moment restrictions | Momentenmethode | Method of moments | Panel | Panel study | 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.econlet.2020.109605 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012511062