Open AccessAn Augmented Anderson-Hsiao Estimator for Dynamic Short-T Panels
Author(s) -
Alexander Chudík,
M. Hashem Pesaran
Publication year - 2021
Language(s) - English
DOI - 10.24149/gwp327r2
Subject(s) - estimator , heteroscedasticity , moment (physics) , invariant estimator , mathematics , monte carlo method , econometrics , hausman test , generality , quadratic equation , statistics , consistent estimator , panel data , minimum variance unbiased estimator , fixed effects model , economics , physics , geometry , management , classical mechanics
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