Instrumental variable estimation of dynamic linear panel data models with defactored regressors and a multifactor error structure
NorkutÄ, Milda, Sarafidis, Vasilis, Yamagata, Takashi, Cui, GuoweiJournal:
Journal of Econometrics
DOI:
10.1016/j.jeconom.2020.04.008
Date:
June, 2020
File:
PDF, 611 KB
2020