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Monte Carlo two-stage indirect inference (2SIF) for autoregressive panels - MaRDI portal

Monte Carlo two-stage indirect inference (2SIF) for autoregressive panels (Q2227053)

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Monte Carlo two-stage indirect inference (2SIF) for autoregressive panels
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    Monte Carlo two-stage indirect inference (2SIF) for autoregressive panels (English)
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    9 February 2021
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    dynamic panel model
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    mean-nonstationary
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    indirect inference
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    Monte Carlo tests
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    test inversion
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