Projection Estimators for Autoregressive Panel Data Models.
In this paper we explore a new approach to estimation for autoregressive panel data models, based on projecting the unobserved individual effects on the vector of observations on the lagged dependent variable. This approach yields estimators which coincide with known generalized method of moments es...
| Main Authors: | , |
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| Format: | Journal article |
| Language: | English |
| Published: |
2002
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