Robust standard errors in transformed likelihood estimation of dynamic panel data models with cross-sectional heteroskedasticity
type: Item
instance of: scholarly article
title: Robust standard errors in transformed likelihood estimation of dynamic panel data models with cross-sectional heteroskedasticity
zbMATH Open document ID: 1337.62265
author: Kazuhiko Hayakawa
author: M. Hashem Pesaran
published in: Journal of Econometrics
publication date: 2015-07-27T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62H12
Mathematics Subject Classification ID: 62F03
Mathematics Subject Classification ID: 65C05
zbMATH DE Number: 6464815
zbMATH Keywords: dynamic panels
zbMATH Keywords: cross-sectional heteroskedasticity
zbMATH Keywords: Monte Carlo simulation
zbMATH Keywords: transformed MLE
zbMATH Keywords: GMM estimation
MaRDI profile type: Publication
full work available at URL: j.jeconom.2015.03.042
OpenAlex ID: W3122162646
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DOI: 10.1016/J.JECONOM.2015.03.042
description: scientific article