Three-dimensional panel data models with interactive effects: Estimation and simulation
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DOI: 10.1016/j.econlet.2014.01.017
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Cited by:
- Xiaoqing Ye & Xiangjun Wu, 2017. "Estimating three-dimensional nonlinear panel data models with interactive effects," Applied Economics Letters, Taylor & Francis Journals, vol. 24(10), pages 708-712, June.
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More about this item
Keywords
Three-dimensional panel data models; Interactive effects; Iterated OLS; Iterated GMM;All these keywords.
JEL classification:
- C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
- C26 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Instrumental Variables (IV) Estimation
- C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
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