Quasi ML estimation of the panel AR(1) model with arbitrary initial conditions
type: Item
instance of: scholarly article
title: Quasi ML estimation of the panel AR(1) model with arbitrary initial conditions
zbMATH Open document ID: 1443.62480
author: Hugo Kruiniger
published in: Journal of Econometrics
publication date: 2017-05-12T00:00:00Z
full work available at URL: http://hdl.handle.net/10419/62788
full work available at URL: S0304407612002618
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 62F12
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 6714829
zbMATH Keywords: dynamic panel data
zbMATH Keywords: initial conditions
zbMATH Keywords: fixed effects
zbMATH Keywords: quasi maximum likelihood (QML)
zbMATH Keywords: singular information matrix
zbMATH Keywords: generalized method of moments (GMM)
zbMATH Keywords: weak moment conditions
zbMATH Keywords: local-to-zero asymptotics
zbMATH Keywords: rate of convergence
MaRDI profile type: Publication
OpenAlex ID: W2159291228
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DOI: 10.1016/J.JECONOM.2012.11.004
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description: scientific article; zbMATH DE number 6714829