On the asymptotic distribution of the quadratic GMM estimator of a dynamic panel data model under a unit root (Q2226831)
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| Language | Label | Description | Also known as |
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| English | On the asymptotic distribution of the quadratic GMM estimator of a dynamic panel data model under a unit root |
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On the asymptotic distribution of the quadratic GMM estimator of a dynamic panel data model under a unit root (English)
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9 February 2021
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dynamic panel data models
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fixed effects
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generalized method of moments (GMM)
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quadratic moment restrictions
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nonstandard limiting distributions
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