Quasi ML estimation of the panel AR(1) model with arbitrary initial conditions (Q528179)
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scientific article; zbMATH DE number 6714829
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Quasi ML estimation of the panel AR(1) model with arbitrary initial conditions |
scientific article; zbMATH DE number 6714829 |
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Quasi ML estimation of the panel AR(1) model with arbitrary initial conditions (English)
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12 May 2017
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dynamic panel data
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initial conditions
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fixed effects
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quasi maximum likelihood (QML)
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singular information matrix
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generalized method of moments (GMM)
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weak moment conditions
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local-to-zero asymptotics
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rate of convergence
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0.8847484
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0.88313174
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0.8815498
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0.8807784
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0.8757616
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0.87490773
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0.8732505
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0.8623907
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