An augmented Anderson–Hsiao estimator for dynamic short-<i>T</i> panels<sup>†</sup> (Q5865520)
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scientific article; zbMATH DE number 7538754
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An augmented Anderson–Hsiao estimator for dynamic short-<i>T</i> panels<sup>†</sup> |
scientific article; zbMATH DE number 7538754 |
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An augmented Anderson–Hsiao estimator for dynamic short-<i>T</i> panels<sup>†</sup> (English)
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9 June 2022
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short-\(T\) dynamic panels
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GMM
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bias-corrected moment conditions
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BMM
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self-instrumenting
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nonlinear moment conditions
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panel VARs
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Hausman test
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Monte-Carlo evidence
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