EconPapers    
Economics at your fingertips  
 

On Maximum Likelihood Estimation of Dynamic Panel Data Models

Maurice J.G. Bun, Martin Carree and Artūras Juodis

Oxford Bulletin of Economics and Statistics, 2017, vol. 79, issue 4, 463-494

Date: 2017
References: View references in EconPapers View complete reference list from CitEc
Citations: Track citations by RSS feed

Downloads: (external link)
http://hdl.handle.net/10.1111/obes.12156 (text/html)
Access to full text is restricted to subscribers.

Related works:
Working Paper: On Maximum Likelihood estimation of dynamic panel data models (2014) Downloads
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:bla:obuest:v:79:y:2017:i:4:p:463-494

Ordering information: This journal article can be ordered from
http://www.blackwell ... bs.asp?ref=0305-9049

Access Statistics for this article

Oxford Bulletin of Economics and Statistics is currently edited by Christopher Adam, Anindya Banerjee, Christopher Bowdler, David Hendry, Adriaan Kalwij, John Knight and Jonathan Temple

More articles in Oxford Bulletin of Economics and Statistics from Department of Economics, University of Oxford Contact information at EDIRC.
Bibliographic data for series maintained by Wiley Content Delivery ().

 
Page updated 2019-04-21
Handle: RePEc:bla:obuest:v:79:y:2017:i:4:p:463-494