Efficient estimation of models for dynamic panel data

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Publication:98307

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DOI10.1016/0304-4076(94)01641-czbMath0831.62094OpenAlexW2043217593MaRDI QIDQ98307

Seung C. Ahn, Peter Schmidt, Yanyan Li

Publication date: July 1995

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

Full work available at URL: https://doi.org/10.1016/0304-4076(94)01641-c

zbMATH Keywords

fixed effects random effects moment conditions exogenous regressors dynamic model for panel data nonlinear generalized method of moments

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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