Maximum likelihood estimation of fixed effects dynamic panel data models covering short time periods

Cheng Hsiao, Mohammad Pesaran and A. Kamil Tahmiscioglu

Journal of Econometrics, 2002, vol. 109, issue 1, 107-150

Date: 2002
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Working Paper: Maximum Likelihood Estimation of Fixed Effects Dynamic Panel Data Models Covering Short Time Periods (1998)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:econom:v:109:y:2002:i:1:p:107-150

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