Quasi–maximum Likelihood Estimation of Linear Dynamic Short-T panel-data Models

By S. Kripfganz. 2016

118 citations recorded by the source corpus.

Subfields: Economics and Econometrics

View Paper: https://www.semanticscholar.org/paper/ab8dc611e2b012c16bfb46d2ffc668085f92b26b

Citations in the corpus

• Maximum Likelihood for Cross-lagged Panel Models with Fixed Effects (2017, unknown): “Recently, Kripfganz (2016) introduced a Stata command, xtdpdqml, that implements both the method of Hsiao et al. and the “random effects” model of Bhargava and Sargan (1983).”