Indirect inference estimation of dynamic panel data models
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DOI: 10.1016/j.jeconom.2022.09.003
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More about this item
Keywords
Dynamic panel; Indirect inference; Within-group estimator; Convergence;All these keywords.
JEL classification:
- C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- C26 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Instrumental Variables (IV) Estimation
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