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Estimation of dynamic mixed double factors model in high-dimensional panel data - MaRDI portal

Estimation of dynamic mixed double factors model in high-dimensional panel data (Q781313)

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Estimation of dynamic mixed double factors model in high-dimensional panel data
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    Estimation of dynamic mixed double factors model in high-dimensional panel data (English)
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    16 July 2020
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    panel data
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    dynamic mixed double factor model
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    identification
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    GMM estimation
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    cross section and time series correlation
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