Projection estimators for autoregressive panel data models
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Other versions of this item:
- Stephen Bond & Frank Windmeijer, 2002. "Projection estimators for autoregressive panel data models," Econometrics Journal, Royal Economic Society, vol. 5(2), pages 457-479, June.
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- Lima, Rita, 2016.
"Capitale umano, innovazione tecnologica e divari economici nell’era post-knowledge? Un’analisi econometrica a livello sub nazionale
[Human capital, technological innovation and economic gaps in the," MPRA Paper 70539, University Library of Munich, Germany.
- Juodis, Arturas & Sarafidis, Vasilis, 2014.
"Fixed T Dynamic Panel Data Estimators with Multi-Factor Errors,"
57659, University Library of Munich, Germany.
- Arturas Juodis & Sarafidis, V., 2014. "Fixed T Dynamic Panel Data Estimators with Multi-Factor Errors," UvA-Econometrics Working Papers 14-07, Universiteit van Amsterdam, Dept. of Econometrics.
- Jan F. Kiviet, 2005. "Judging Contending Estimators by Simulation: Tournaments in Dynamic Panel Data Models," Tinbergen Institute Discussion Papers 05-112/4, Tinbergen Institute.
- repec:wly:japmet:v:32:y:2017:i:1:p:37-55 is not listed on IDEAS
- John Strauss & Nayoung Lee & Geert Ridder, 2010.
"Estimation of Poverty Transition Matrices with Noisy Data,"
- Nayoung Lee & Geert Ridder & John Strauss, 2010. "Estimation of Poverty Transition Matrices with Noisy Data," Textos para discussão 576, Department of Economics PUC-Rio (Brazil).
More about this item
- 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 fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2001-12-26 (All new papers)
- NEP-ECM-2001-12-26 (Econometrics)
- NEP-ETS-2001-12-26 (Econometric Time Series)
- NEP-MAC-2001-12-04 (Macroeconomics)
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