Statistical inference in dynamic panel data models
- Author
- TZE LEUNG LAI1 ; SMALL, Dylan S2 ; JIA LIU3
[1] Department of Statistics, Stanford University, Stanford, CA 94305-4065, United States
[2] Department of Statistics, The Wharton School, University of Pennsylvania, Philadelphia, PA 19104, United States
[3] Department of Management Science and Enginnering, Stanford University, Stanford, CA 94305-4026, United States - Source
Journal of statistical planning and inference. 2008, Vol 138, Num 9, pp 2763-2776, 14 p ; ref : 1 p.1/2
- CODEN
- JSPIDN
- ISSN
- 0378-3758
- Scientific domain
- Control theory, operational research; Computer science; Mathematics
- Publisher
- Elsevier Science, Amsterdam
/
Elsevier Science, Lausanne
/
Elsevier Science, New York,NY
- Publication country
- Netherlands
- Document type
- Article
- Language
- English
- Author keyword
- Empirical likelihood Instrumental variables Model selection Resampling Weak instruments
- Keyword (fr)
- Bootstrap Donnée statistique Décision statistique Econométrie Efficacité asymptotique Estimation non paramétrique Estimation statistique Fonction vraisemblance Modèle dynamique Méthode jackknife Méthode paramétrique Méthode rééchantillonnage Méthode statistique Problème sélection Sciences économiques Statistique rang Sélection modèle 62F07 62F40 62G09 62P20 Donnée panel Estimation paramétrique Méthode sélection Variable instrumentale Vraisemblance empirique
- Keyword (en)
- Bootstrap Statistical data Statistical decision Econometrics Asymptotic efficiency Non parametric estimation Statistical estimation Likelihood function Dynamic model Jackknife method Parametric method Resampling method Statistical method Selection problem Economic sciences Rank statistic Model selection Panel data Selection method Instrumental variable Empirical likelihood
- Keyword (es)
- Bootstrap Dato estadístico Decisión estadística Econometría Eficacia asintótica Estimación no paramétrica Estimación estadística Función verosimilitud Modelo dinámico Método jackknife Método paramétrico Método estadístico Problema selección Ciencias económicas Estadística rango Selección modelo
- Classification
- Pascal
- 001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H02 Statistics / 001A02H02A General topics
- Pascal
- 001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H02 Statistics / 001A02H02G Parametric inference
- Pascal
- 001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H02 Statistics / 001A02H02H Nonparametric inference
- Pascal
- 001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H02 Statistics / 001A02H02N Applications / 001A02H02N2 Insurance, economics, finance
- Discipline
- Mathematics
- Origin
- Inist-CNRS
- Database
- PASCAL
- INIST identifier
- 20370362
Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS
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DOI
10.1016/j.jspi.2008.03.011 
https://dx.doi.org/10.1016/j.jspi.2008.03.011
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