A simple estimator for dynamic models with serially correlated unobservables
type: Item
instance of: scholarly article
title: A simple estimator for dynamic models with serially correlated unobservables
zbMATH Open document ID: 1400.62168
author: Yingyao Hu
author: Matthew Shum
author: Wei Tan
author: Ruli Xiao
published in: Journal of Econometric Methods
publication date: 2018-09-04T00:00:00Z
full work available at URL: CAEPR2015-017.pdf
Mathematics Subject Classification ID: 62M05
Mathematics Subject Classification ID: 62G05
Mathematics Subject Classification ID: 62P10
zbMATH DE Number: 6931755
zbMATH Keywords: dynamic models
zbMATH Keywords: serially correlated unobservables
zbMATH Keywords: unobserved state variable
MaRDI profile type: Publication
OpenAlex ID: W2154222364
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DOI: 10.1515/JEM-2015-0011
description: scientific article; zbMATH DE number 6931755