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Incidental parameters, initial conditions and sample size in statistical inference for dynamic panel data models
Hsiao, Cheng; Zhou, Qiankun - 2017 - This version August 27, 2017
Persistent link: https://www.econbiz.de/10011788727
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Incidental parameters, initial conditions and sample size in statistical inference for dynamic panel data models
Hsiao, Cheng; Zhou, Qiankun - In: Journal of econometrics 207 (2018) 1, pp. 114-128
Persistent link: https://www.econbiz.de/10012116128
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Initial conditions of dynamic panel data models : on within and between equations
Lee, Lung-fei; Yu, Jihai - In: The econometrics journal 23 (2020) 1, pp. 115-136
Persistent link: https://www.econbiz.de/10012167249