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Fixed T dynamic panel data estimators with multifactor errors - MaRDI portal

Fixed T dynamic panel data estimators with multifactor errors (Q5862505)

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scientific article; zbMATH DE number 7486318
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Fixed T dynamic panel data estimators with multifactor errors
scientific article; zbMATH DE number 7486318

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    Fixed T dynamic panel data estimators with multifactor errors (English)
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    9 March 2022
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    dynamic panel data
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    factor model
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    fixed \(T\) consistency
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    maximum likelihood
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    Monte Carlo simulation
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