Recursive estimation in large panel data models: theory and practice
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Publication:2236876
DOI10.1016/j.jeconom.2020.07.055OpenAlexW2600143733MaRDI QIDQ2236876
Publication date: 26 October 2021
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: http://business.monash.edu/econometrics-and-business-statistics/research/publications/ebs/wp05-17.pdf
Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)
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