Monte Carlo two-stage indirect inference (2SIF) for autoregressive panels

标题
Monte Carlo two-stage indirect inference (2SIF) for autoregressive panels
作者
关键词
Dynamic panel model, Mean-nonstationary, Indirect inference, Monte Carlo tests, Test inversion
出版物
JOURNAL OF ECONOMETRICS
Volume -, Issue -, Pages -
出版商
Elsevier BV
发表日期
2020-05-14
DOI
10.1016/j.jeconom.2020.04.023

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