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

Author
CHENG HSIAO1 2 ; HASHEM PESARAN, M3 ; KAMIL TAHMISCIOGLU, A4
[1] Department of Economics, University of Southern California, University Park, Los Angeles, CA 90089-0253, United States
[2] Hong Kong University of Science and Technology, Hong-Kong
[3] Faculty of Economics and Politics, University of Cambridge, Cambridge, CB3 9DD, United Kingdom
[4] Department of Economics, University of Wisconsin-Milwaukee, Milwaukee, WI 53201, United States
Source

Journal of econometrics. 2002, Vol 109, Num 1, pp 107-150, 44 p ; ref : 27 ref

CODEN
JECMB6
ISSN
0304-4076
Scientific domain
Control theory, operational research; Mathematics
Publisher
Elsevier, Amsterdam
Publication country
Netherlands
Document type
Article
Language
English
Keyword (fr)
Analyse statistique Caractère aléatoire Covariance Distance minimale Distance Echantillon Effet aléatoire Erreur moyenne Erreur quadratique moyenne Erreur systématique Estimation biaisée Estimation erreur Estimation moyenne Estimation statistique Maximum vraisemblance Modèle donnée Modèle dynamique Méthode Monte Carlo Méthode moment Normalité asymptotique Puissance test Racine carrée Statistique test Test statistique Traitement donnée Valeur moyenne 62J12 Echantillon fini Estimation distance ML estimator Test spécification
Keyword (en)
Statistical analysis Randomness Covariance Minimal distance Distance Sample Random effect Mean error Mean square error Bias Biased estimation Error estimation Mean estimation Statistical estimation Maximum likelihood Data models Dynamic model Monte Carlo method Moment method Asymptotic normality Test power Square root Test statistic Statistical test Data processing Mean value Finite sample Distance estimation Maximum likelihood estimator Specification test
Keyword (es)
Análisis estadístico Covariancia Distancia mínima Distancia Muestra Efecto aleatorio Error medio Error medio cuadrático Error sistemático Estimación sesgada Estimación error Estimación promedio Estimación estadística Maxima verosimilitud Modelo dinámico Método Monte Carlo Método momento Normalidad asintótica Potencia test Raíz cuadrada Estadística test Test estadístico Tratamiento datos Valor medio
Classification
Pascal
001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H02 Statistics / 001A02H02B Mathematical foundations

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 / 001A02H02I Multivariate analysis

Discipline
Mathematics
Origin
Inist-CNRS
Database
PASCAL
INIST identifier
13612116

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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