Showing 1 - 10 of 163
Persistent link: https://www.econbiz.de/10001603054
Persistent link: https://www.econbiz.de/10002122089
Persistent link: https://www.econbiz.de/10001602005
Persistent link: https://www.econbiz.de/10001688100
Persistent link: https://www.econbiz.de/10001667185
Persistent link: https://www.econbiz.de/10012208055
We consider a dynamic panel AR(1) model with fixed effects when both "n" and "T" are large. Under the "T fixed n large" asymptotic approximation, the maximum likelihood estimator is known to be inconsistent due to the well-known incidental parameter problem. We consider an alternative asymptotic...
Persistent link: https://www.econbiz.de/10014130188
Persistent link: https://www.econbiz.de/10013469685
Persistent link: https://www.econbiz.de/10014484602
Persistent link: https://www.econbiz.de/10001446996