GMM estimation of linear panel data models with time-varying individual effects

Journal of Econometrics

Volumn 101, Issue 2, 2001, Pages 219-255

  Ahn, Seung Chan ^a   Lee, Young Hoon ^b   Schmidt, Peter ^c  

^a ARIZONA STATE UNIVERSITY   (United States)

^b Hansung University   (South Korea)

^c MICHIGAN STATE UNIVERSITY   (United States)

Author keywords

Generalized method of moments; MLE; Panel data; Time varying effects

Indexed keywords

EID: 0346507483     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4076(00)00083-X     Document Type: Article

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