Robust standard errors in transformed likelihood estimation of dynamic panel data models with cross-sectional heteroskedasticity
Kazuhiko Hayakawa, M. Hashem Pesaran
| Year of publication: |
September 2015
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|---|---|
| Authors: | Hayakawa, Kazuhiko ; Pesaran, M. Hashem |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 188.2015, 1, p. 110-134
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| Subject: | Dynamic panels | Cross-sectional heteroskedasticity | Monte Carlo simulation | Transformed MLE | GMM estimation | Panel | Panel study | Momentenmethode | Method of moments | Monte-Carlo-Simulation | Theorie | Theory | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Heteroskedastizität | Heteroscedasticity | Robustes Verfahren | Robust statistics | Maßzahl | Statistical measures | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2015.03.042 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011500265