A Simple Efficient Instrumental Variable Estimator in Panel AR(p) Models
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More about this item
Keywordspanel AR(p) models; the optimal instruments; the backward orthogonal deviation;
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2007-06-02 (All new papers)
- NEP-ECM-2007-06-02 (Econometrics)
- NEP-ETS-2007-06-02 (Econometric Time Series)
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