First-differencing in panel data models with incidental functions

DOI10.1111/ectj.12035OpenAlexW2126070007MaRDI QIDQ5093241

Koen Jochmans

Publication date: 26 July 2022

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

Full work available at URL: http://spire.sciencespo.fr/hdl:/2441/eu4vqp9ompqllr09ij4j7acrh/resources/localgmm.pdf

zbMATH Keywords

panel datanuisance functionlocal differencing

Mathematics Subject Classification ID

Statistics (62-XX)

This page was built for publication: First-differencing in panel data models with incidental functions