Panel estimation of state-dependent adjustment when the target is unobserved
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DOI: 10.1007/s00181-010-0419-y
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- von Kalckreuth, Ulf, 2008. "Panel estimation of state dependent adjustment when the target is unobserved," Discussion Paper Series 1: Economic Studies 2008,09, Deutsche Bundesbank.
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More about this item
Keywords
Dynamic panel data methods; Economic adjustment; GMM; Quasi-differencing; Non-linear estimation; C23; C15; D21;All these keywords.
JEL classification:
- D21 - Microeconomics - - Production and Organizations - - - Firm Behavior: Theory
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
- C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
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