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GMM estimation for high-dimensional panel data models - MaRDI portal

GMM estimation for high-dimensional panel data models (Q6664631)

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scientific article; zbMATH DE number 7968502
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GMM estimation for high-dimensional panel data models
scientific article; zbMATH DE number 7968502

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    GMM estimation for high-dimensional panel data models (English)
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    16 January 2025
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    generalized method of moments
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    interactive effect
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    over-identification issue
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    semiparametric estimation
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    sieve method
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