Robust likelihood estimation of dynamic panel data models
type: Item
instance of: scholarly article
title: Robust likelihood estimation of dynamic panel data models
author: Javier Alvarez
author: Manuel Arellano
published in: Journal of Econometrics
publication date: 2022-02-10T00:00:00Z
full work available at URL: http://citeseerx.ist.psu.edu/viewdoc/summary
Mathematics Subject Classification ID: 62-XX
Mathematics Subject Classification ID: 91-XX
zbMATH DE Number: 7471884
zbMATH Keywords: autoregressive panel data models
zbMATH Keywords: time series heteroskedasticity
zbMATH Keywords: bias-corrected score
zbMATH Keywords: random effects
zbMATH Keywords: earnings process
MaRDI profile type: Publication
OpenAlex ID: W1531287449
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DOI: 10.1016/J.JECONOM.2021.03.005
description: scientific article; zbMATH DE number 7471884