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Quasi ML estimation of the panel AR(1) model with arbitrary initial conditions
Kruiniger, Hugo - In: Journal of econometrics 173 (2013) 2, pp. 175-188
Persistent link: https://www.econbiz.de/10009711710
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Quasi ML estimation of the panel AR(1) model with arbitrary initial conditions
Kruiniger, Hugo (contributor) - 2006
Persistent link: https://www.econbiz.de/10003402002
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Quasi ML Estimation of the Panel AR(1) Model with Additional Regressors
Kruiniger, Hugo - 2019
In this paper we discuss several limited information (LI) and full information (FI) random effects and fixed effects Quasi ML estimators (MLEs) for panel AR(1) models with additional regressors. We also consider related GMM estimators. All estimators are consistent for short (large N, fixed T)...
Persistent link: https://www.econbiz.de/10012903818