Alternative GMM estimators for first-order autoregressive panel model: An improving efficiency approach (Q5358364)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Alternative GMM estimators for first-order autoregressive panel model: An improving efficiency approach |
scientific article; zbMATH DE number 6777612
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Alternative GMM estimators for first-order autoregressive panel model: An improving efficiency approach |
scientific article; zbMATH DE number 6777612 |
Statements
Alternative GMM estimators for first-order autoregressive panel model: An improving efficiency approach (English)
0 references
20 September 2017
0 references
dynamic panel data
0 references
generalized method of moments
0 references
Kantorovich inequality upper bound
0 references
Monte Carlo simulation
0 references
optimal and suboptimal weighting matrices
0 references
