On quasi maximum-likelihood estimation of dynamic panel data models
type: Item
instance of: scholarly article
title: On quasi maximum-likelihood estimation of dynamic panel data models
zbMATH Open document ID: 1398.62246
author: Robert F. Phillips
published in: Economics Letters
publication date: 2018-08-31T00:00:00Z
full work available at URL: https://arxiv.org/abs/1702.00662
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62F12
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 6929923
zbMATH Keywords: fixed effects
zbMATH Keywords: QML estimation
zbMATH Keywords: augmented dynamic panel data model
MaRDI profile type: Publication
OpenAlex ID: W2592018365
arXiv ID: 1702.00662
cites work: Estimation of Dynamic Models with Error Components
cites work: Iterated Feasible Generalized Least-Squares Estimation of Augmented Dynamic Panel Data Models
DOI: 10.1016/J.ECONLET.2015.10.024
description: scientific article