On the asymptotic distribution of the quadratic GMM estimator of a dynamic panel data model under a unit root
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DOI: 10.1016/j.econlet.2020.109605
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More about this item
Keywords
Dynamic panel data models; Fixed effects; Generalized method of moments; Quadratic moment restrictions; Nonstandard limiting distributions;All these keywords.
JEL classification:
- C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
- C2 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables
Statistics
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