Unified M-estimation of matrix exponential spatial dynamic panel specification

DOI10.1080/07474938.2022.2039494OpenAlexW4280575503WikidataQ115550930 ScholiaQ115550930MaRDI QIDQ5867568

Ye Yang

Publication date: 14 September 2022

Published in: Econometric Reviews (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474938.2022.2039494

zbMATH Keywords

matrix exponentialdynamic panelsmartingale differenceOPMDinitial-condition free estimator

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

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