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Search: subject:"quasi-long differencing"
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Moment-based estimation of linear panel data models with factor-augmented errors
Brown, Nicholas
-
2023
with a parameterized
quasi-long-differencing
(QLD) transformation. The other, referred to as common correlated effects (CCE …
Persistent link: https://www.econbiz.de/10014451097
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2
Moment-based estimation of linear panel data models with factor-augmented errors
Brown, Nicholas
-
2023
-
Date of draft: February 3, 2023
with a parameterized
quasi-long-differencing
(QLD) transformation. The other, referred to as common correlated effects (CCE …
Persistent link: https://www.econbiz.de/10013556881
Saved in:
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Moment-based estimation of linear panel data models with factor-augmented errors
Brown, Nicholas L.
- In:
Journal of econometric methods
13
(
2024
)
2
,
pp. 299-317
Persistent link: https://www.econbiz.de/10015117674
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