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Asymptotic Efficiency in Factor Models and Dynamic Panel Data Models

Asymptotic Efficiency in Factor Models and Dynamic Panel Data Models
Digital文書・図像類
Haruo, Iwakura, Ryo, OkuiInstitute of Economic Research, Kyoto University2014-02KIER Discussion Paper887
Available onlineOther Libraries in Japan
  • Summary, etc....ucture. We use double asymptotics under which both the cross-se...
  • Subject Heading...lution theorem double asymptotics dynamic panel data model fact...

Asymptotic Inference for Dynamic Panel Estimators of In nite Order Autoregressive Processes

Asymptotic Inference for Dynamic Panel Estimators of In nite Order Autoregressive Processes
Digital文書・図像類
Lee, Yoon-Jin, Okui, Ryo, Shintani, MototsuguInstitute of Economic Research, Kyoto University2013-10KIER Discussion Paper879
Available onlineOther Libraries in Japan
  • Summary, etc....timator, using double asymptotics under which both the cross-se...
  • Subject Heading...ias Correction Double Asymptotics Fixed Effects Estimator GMM I...

Deriving the Information Bounds for Nonlinear Panel Data Models with Fixed Effects

Deriving the Information Bounds for Nonlinear Panel Data Models with Fixed Effects
Digital文書・図像類
Haruo, IwakuraInstitute of Economic Research, Kyoto University2014-01-27KIER Discussion Paper886
Available onlineOther Libraries in Japan
  • Subject Heading...lution theorem double asymptotics nonlinear panel data model fi...

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