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IV, GMM or Likelihood Approach to Estimate Dynamic Panel Models When Either N or T or Both Are Large

IV, GMM or Likelihood Approach to Estimate Dynamic Panel Models When Either N or T or Both Are Large http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png SSRN Electronic Journal CrossRef

IV, GMM or Likelihood Approach to Estimate Dynamic Panel Models When Either N or T or Both Are Large

Hsiao, Cheng; Zhang, Junwei
SSRN Electronic Journal – Jan 1, 2015
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IV, GMM or Likelihood Approach to Estimate Dynamic Panel Models When Either N or T or Both Are Large

Hsiao, Cheng; Zhang, Junwei
SSRN Electronic Journal – Jan 1, 2015

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Publisher
CrossRef
ISSN
1556-5068
DOI
10.2139/ssrn.2557676
Publisher site
See Article on Publisher Site

Abstract

Journal

SSRN Electronic Journal – CrossRef

Published: Jan 1, 2015

References

  • The time series and cross-section asymptotics of dynamic panel data estimators
    J Alvarez