Instrumental variables estimation of a nearly nonstationary, heterogeneous error component model.
type: Item
instance of: scholarly article
title: Instrumental variables estimation of a nearly nonstationary, heterogeneous error component model.
zbMATH Open document ID: 1043.62101
DOI: 10.1016/S0304-4076(01)00140-3
author: Yanyan Li
published in: Journal of Econometrics
publication date: 2003-04-02T00:00:00Z
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62E20
zbMATH DE Number: 1891713
zbMATH Keywords: near unit roots
zbMATH Keywords: panel data
zbMATH Keywords: instrumental variables
zbMATH Keywords: generalized least squares
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 1891713