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Some properties of the LIML estimator in a dynamic panel structural equation - MaRDI portal

Some properties of the LIML estimator in a dynamic panel structural equation (Q738111)

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scientific article; zbMATH DE number 6617022
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English
Some properties of the LIML estimator in a dynamic panel structural equation
scientific article; zbMATH DE number 6617022

    Statements

    Some properties of the LIML estimator in a dynamic panel structural equation (English)
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    15 August 2016
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    dynamic panel model
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    simultaneous equation
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    within-groups estimator
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    RQML
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    GMM
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    LIML
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    many orthogonal conditions
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