Shrinkage Estimation of Dynamic Panel Data Models with Interactive Fixed Effects
Author(s) -
Xun Lu,
Liangjun Su
Publication year - 2015
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.2562174
Subject(s) - shrinkage , estimation , panel data , econometrics , computer science , statistics , mathematics , economics , management
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