Maximum likelihood estimation of dynamic panel data models with interactive effects : quasi-differencing over time or across ndividuals?
Year of publication: |
2023
|
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Authors: | Hsiao, Cheng ; Zhou, Qiankun |
Published in: |
Essays in honor of Joon Y. Park : econometric methodology in empirical applications. - Bingley, U.K. : Emerald Publishing Limited, ISBN 978-1-83753-214-8. - 2023, p. 353-384
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Subject: | Dynamic panel models | interactive effects | maximum likelihoodestimation | quasi-difference | high dimensional data | unbiasedness | Panel | Panel study | Schätztheorie | Estimation theory | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Momentenmethode | Method of moments | Schätzung | Estimation |
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