Indirect Inference for Dynamic Panel Models.(2006). Research Collection School Of Economics
C Gourieroux, PCB Phillips, J Yu - 2006 - Citeseer
It is well” known that maximum likelihood (ML) estimation of the autoregres” sive parameter of a dynamic panel data model with fixed effects is inconsistent under fixed time series …
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It is well” known that maximum likelihood (ML) estimation of the autoregres” sive parameter of a dynamic panel data model with fixed effects is inconsistent under fixed time series …