Initial conditions of dynamic panel data models: on within and between equations

DOI10.1093/ectj/utz015OpenAlexW2973089010WikidataQ127292066 ScholiaQ127292066MaRDI QIDQ5083214

Jihai Yu, Lung-fei Lee

Publication date: 22 June 2022

Published in: The Econometrics Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/ectj/utz015

zbMATH Keywords

initial valuesmaximum likelihood estimationfixed effectsrandom effectsspatial autoregressiondynamic panelsbetween equation

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (2)

Dynamic mixed models with heterogeneous covariance components using multivariate GARCH innovations and the Dirichlet process mixture ⋮ Sequential and efficient GMM estimation of dynamic short panel data models

This page was built for publication: Initial conditions of dynamic panel data models: on within and between equations