Dynamic panels with MIDAS covariates : nonlinearity, estimation and fit
Year of publication: |
2021
|
---|---|
Authors: | Khalaf, Lynda ; Kichian, Maral ; Saunders, Charles J. ; Voia, Marcel-Christian |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 220.2021, 2, p. 589-605
|
Subject: | Dynamic panel model | Mixed data sampling | Reserve holdings model | Unidentified nuisance parameter | Panel | Panel study | Stichprobenerhebung | Sampling | Schätztheorie | Estimation theory | Schätzung | Estimation | Momentenmethode | Method of moments |
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