Pooled Mean Group Estimation of Dynamic Heterogeneous Panels
经济金融
全球高被引研究(被引 6,388 次,发表于 1999)。 It is now quite common to have panels in which both T, the number of time series observations, and N, the number of groups, are quite large and of the same order of magnitude. The usual practice is either to estimate N s…
You May Also Like
- Development of the World Health Organization WHOQOL-BREF Qualit…
- Local Indicators of Spatial Association—LISA
- Illiquidity and stock returns: cross-section and time-series ef…
- Multifactor Explanations of Asset Pricing Anomalies
- The Cross‐Section of Expected Stock Returns
- Distribution of the Estimators for Autoregressive Time Series w…
Comments (0)
No comments yet. Be the first!
Log in to join the discussion