Deriving the Information Bounds for Nonlinear Panel Data Models with Fixed Effects
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References listed on IDEAS
- Hahn, Jinyong, 2002. "Optimal Inference With Many Instruments," Econometric Theory, Cambridge University Press, vol. 18(01), pages 140-168, February.
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More about this item
Keywordsasymptotic efficiency; convolution theorem; double asymptotics; nonlinear panel data model; fixed effects; interactive effects; factor structure; incidental parameters.;
- 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
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