Cross-sectional maximum likelihood and bias-corrected pooled least squares estimators for dynamic panels with short T
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More about this item
Keywordsdynamic panels; maximum likelihood estimator; pooled least squares estimator; stationarity; unit root; explosiveness;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2016-07-30 (All new papers)
- NEP-ECM-2016-07-30 (Econometrics)
- NEP-ETS-2016-07-30 (Econometric Time Series)
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