Consistent Estimation, Model Selection and Averaging of Dynamic Panel Data Models with Fixed Effect
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More about this item
Keywordsdynamic panel data model with fixed effect; incidental parameter problem; consistency in estimation; model selection; Bayesian Model Averaging; finance and growth;
- C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection
- C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
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