Indirect inference for dynamic panel models
C Gouriéroux, PCB Phillips, J Yu - Journal of Econometrics, 2010 - Elsevier
Maximum likelihood (ML) estimation of the autoregressive parameter of a dynamic panel data model with fixed effects is inconsistent under fixed time series sample size and large cross …
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Maximum likelihood (ML) estimation of the autoregressive parameter of a dynamic panel data model with fixed effects is inconsistent under fixed time series sample size and large cross …