Double filter instrumental variable estimation of panel data models with weakly exogenous variables
DOI10.1080/07474938.2018.1514024zbMath1490.62447OpenAlexW2612514443MaRDI QIDQ5860959
Kazuhiko Hayakawa, Meng Qi, Jörg Breitung
Publication date: 4 March 2022
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474938.2018.1514024
panel data modelinstrumental variablesbackward orthogonal deviationbias-corrected fixed effects estimatorweakly exogenous variables
Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20)
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