Unified \(M\)-estimation of fixed-effects spatial dynamic models with short panels
type: Item
instance of: scholarly article
title: Unified \(M\)-estimation of fixed-effects spatial dynamic models with short panels
zbMATH Open document ID: 1452.62968
author: Zhenlin Yang
published in: Journal of Econometrics
publication date: 2018-06-21T00:00:00Z
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 62G35
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62M30
zbMATH DE Number: 6892677
zbMATH Keywords: adjusted quasi score
zbMATH Keywords: dynamic panels
zbMATH Keywords: fixed effects
zbMATH Keywords: initial-condition free estimation
zbMATH Keywords: martingale difference
zbMATH Keywords: OPMD
zbMATH Keywords: spatial effects
zbMATH Keywords: short panels
zbMATH Keywords: robust against nonnormality
MaRDI profile type: Publication
full work available at URL: j.jeconom.2017.08.019
OpenAlex ID: W2275628904
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DOI: 10.1016/J.JECONOM.2017.08.019
description: scientific article; zbMATH DE number 6892677