Some properties of the LIML estimator in a dynamic panel structural equation
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Publication:738111
DOI10.1016/j.jeconom.2011.08.005zbMath1441.62578OpenAlexW1989732048MaRDI QIDQ738111
Naoto Kunitomo, Kentaro Akashi
Publication date: 15 August 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2011.08.005
GMMLIMLdynamic panel modelmany orthogonal conditionsRQMLsimultaneous equationwithin-groups estimator
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