functions as well as a method of simulated moments estimation of a panel data model of earnings dynamics. Five of the algorithms …

functions as well as a method of simulated moments estimation of a panel data model of earnings dynamics. Five of the algorithms …

In this paper we consider inference procedures for two types of dynamic linear panel data models with fixed effects …. First, we show that the closure of the stationary ARMA panel model with fixed effects can be consistently estimated by the … conditional AR(1) panel model with fixed effects under various asymptotic plans. Then we show that when N tends to infinity but T …