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A further look at Modified ML estimation of the panel AR(1) model with fixed effects and arbitrary initial conditions.
Kruiniger, Hugo - 2018
In this paper we consider two kinds of generalizations of Lancaster's (Review of Economic Studies, 2002) Modified ML estimator (MMLE) for the panel AR(1) model with fixed effects and arbitrary initial conditions and possibly covariates when the time dimension, T, is fixed. When the...
Persistent link: https://www.econbiz.de/10015258012
Cover Image
A further look at Modified ML estimation of the panel AR(1) model with fixed effects and arbitrary initial conditions.
Kruiniger, Hugo - 2018
In this paper we consider two kinds of generalizations of Lancaster's (Review of Economic Studies, 2002) Modified ML estimator (MMLE) for the panel AR(1) model with fixed effects and arbitrary initial conditions and possibly covariates when the time dimension, T, is fixed. When the...
Persistent link: https://www.econbiz.de/10015258013
Cover Image
A further look at Modified ML estimation of the panel AR(1) model with fixed effects and arbitrary initial conditions.
Kruiniger, Hugo - 2018
In this paper we consider two kinds of generalizations of Lancaster's (Review of Economic Studies, 2002) Modified ML estimator (MMLE) for the panel AR(1) model with fixed effects and arbitrary initial conditions and possibly covariates when the time dimension, T, is fixed. When the...
Persistent link: https://www.econbiz.de/10015261390
Cover Image
A further look at Modified ML estimation of the panel AR(1) model with fixed effects and arbitrary initial conditions.
Kruiniger, Hugo - 2018
In this paper we consider two kinds of generalizations of Lancaster's (Review of Economic Studies, 2002) Modified ML estimator (MMLE) for the panel AR(1) model with fixed effects and arbitrary initial conditions and possibly covariates when the time dimension, T, is fixed. When the...
Persistent link: https://www.econbiz.de/10015269351