DYNAMIC LINEAR PANEL REGRESSION MODELS WITH INTERACTIVE FIXED EFFECTS
نویسندگان
چکیده
منابع مشابه
Dynamic Linear Panel Regression Models with Interactive Fixed Effects
In the last step we used Assumption ID(ii). Because E [ Tr (e′e) ∣∣∣λ0, f , w] is independent of β, λ, f , we find minimizing Q(β, λ, f) is equivalent to minimizing Q∗(β, λ, f). We decompose ‡Department of Economics and USC Dornsife INET, University of Southern California, Los Angeles, CA 90089-0253. Email: [email protected]. Department of Economics, Yonsei University, Seoul, Korea. §Department of ...
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ژورنال
عنوان ژورنال: Econometric Theory
سال: 2015
ISSN: 0266-4666,1469-4360
DOI: 10.1017/s0266466615000328