Adaptive Estimation of the Dynamic Linear Model with Fixed Effects
Download full text from publisher
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Dhaene, Geert & Jochmans, Koen, 2016.
"Likelihood Inference In An Autoregression With Fixed Effects,"
Cambridge University Press, vol. 32(05), pages 1178-1215, October.
- Geert Dhaene & Koen Jochmans, 2013. "Likelihood inference in an Autoregression with fixed effects," Working Papers hal-01070434, HAL.
- Geert Dhaene & Koen Jochmans, 2013. "Likelihood inference in an Autoregression with fixed effects," Sciences Po publications 2013-07, Sciences Po.
- Geert Dhaene & Koen Jochmans, 2016. "Likelihood Inference in an Autoregression with Fixed Effects," Sciences Po publications info:hdl:2441/1mc4dip81d9, Sciences Po.
- Geert Dhaene & Koen Jochmans, 2013. "Likelihood inference in an Autoregression with fixed effects," Sciences Po Economics Discussion Papers 2013-07, Sciences Po Departement of Economics.
More about this item
KeywordsPanel data; Efficient Estimation; Bayesian Analysis;
NEP fieldsThis paper has been announced in the following NEP Reports:
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:uwo:uwowop:200210. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (). General contact details of provider: http://economics.uwo.ca/research/research_papers/department_working_papers.html .
We have no references for this item. You can help adding them by using this form .