GQL estimation in linear dynamic models for panel data (Q4922654)
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scientific article; zbMATH DE number 6170065
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | GQL estimation in linear dynamic models for panel data |
scientific article; zbMATH DE number 6170065 |
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GQL estimation in linear dynamic models for panel data (English)
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3 June 2013
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efficiency
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generalized quasi-likelihood (GQL)
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linear dynamic model
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normality-based weight matrix
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unknown error distribution
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