Robust standard errors in transformed likelihood estimation of dynamic panel data models with cross-sectional heteroskedasticity (Q2354856)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust standard errors in transformed likelihood estimation of dynamic panel data models with cross-sectional heteroskedasticity |
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Robust standard errors in transformed likelihood estimation of dynamic panel data models with cross-sectional heteroskedasticity (English)
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27 July 2015
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dynamic panels
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cross-sectional heteroskedasticity
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Monte Carlo simulation
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transformed MLE
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GMM estimation
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