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Recursive estimation in large panel data models: theory and practice - MaRDI portal

Recursive estimation in large panel data models: theory and practice (Q2236876)

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Recursive estimation in large panel data models: theory and practice
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    Recursive estimation in large panel data models: theory and practice (English)
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    26 October 2021
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    factor model
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    initial estimation
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    multiplicative structure
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    nonlinear optimization
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