Quasi Maximum-Likelihood Estimation Of Dynamic Panel Data Models For Short Time Series
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Cited by:
- Robert F. Phillips, 2018.
"Quasi maximum likelihood estimation of dynamic panel data models,"
Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 47(16), pages 3970-3986, August.
- Phillips, Robert F., 2015. "On quasi maximum-likelihood estimation of dynamic panel data models," Economics Letters, Elsevier, vol. 137(C), pages 91-94.
- Cheikh Tidiane Ndiaye & Armand Akomavo Dagoudo & Babacar Mbengue, 2021. "Growth and Income Distribution Inequalities in Sub-Saharan Africa: A Dynamic Model Approach [Croissance et inégalités de distribution des revenus en Afrique subsaharienne : une approche par les mod," Working Papers hal-03202484, HAL.
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More about this item
Keywords
random effects; fixed effects; differenced QML; augmented dynamic panel data model;All these keywords.
JEL classification:
- C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2015-05-09 (Econometrics)
- NEP-ETS-2015-05-09 (Econometric Time Series)
- NEP-ORE-2015-05-09 (Operations Research)
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