Deriving the Information Bounds for Nonlinear Panel Data Models with Fixed Effects
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More about this item
Keywords
asymptotic efficiency; convolution theorem; double asymptotics; nonlinear panel data model; fixed effects; interactive effects; factor structure; incidental parameters.;All these keywords.
JEL classification:
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- 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-2014-02-02 (Econometrics)
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