Estimation of and testing for random effects in dynamic panel data models

Keyphrases

• Random Effects 100%
• Dynamic Panel Model 100%
• Fourth Order 50%
• Estimation Method 50%
• Monte Carlo Simulation 50%
• Asymptotic Behavior 50%
• Local Alternatives 50%
• Parametric Rate 50%
• Random Error 50%
• Moment Estimation 50%
• Power Study 50%
• Distributional Hypothesis 50%
• QR Decomposition 50%

Mathematics

• Random Effect 100%
• Dynamic Panel Data Model 100%
• Parametric 50%
• Matrix (Mathematics) 50%
• Null 50%
• Monte Carlo 50%
• Asymptotic Behavior 50%
• Fourth-Order 50%
• Random Error 50%
• Distributional Assumption 50%

Economics, Econometrics and Finance

• Panel Data Model 100%
• Monte Carlo Simulation 50%