Indirect inference approach to estimating dynamic panel data models with irregular spacing

Xiaoge Zhang and Maolong Chen

Economics Letters, 2023, vol. 226, issue C

Abstract: This paper provides an indirect inference approach to calibrating the bias in estimating irregularly spaced dynamic panel data models. With correct model-specification, the indirect inference method performs well in estimating dynamic panel data models under irregular spacing.

Keywords: Indirect inference; Irregular spacing; Dynamic panel data model (search for similar items in EconPapers)
JEL-codes: C13 C23 (search for similar items in EconPapers)
Date: 2023
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Persistent link: https://EconPapers.repec.org/RePEc:eee:ecolet:v:226:y:2023:i:c:s0165176523000940

DOI: 10.1016/j.econlet.2023.111069

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