Statistical inference for panel dynamic simultaneous equations models

Title
Statistical inference for panel dynamic simultaneous equations models
Authors
Keywords
Panel dynamic simultaneous equations, Maximum likelihood, Instrumental variable, Generalized method of moments, Multi-dimensional asymptotics
Journal
JOURNAL OF ECONOMETRICS
Volume 189, Issue 2, Pages 383-396
Publisher
Elsevier BV
Online
2015-04-21
DOI
10.1016/j.jeconom.2015.03.031

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