Modified first-difference estimator in a panel data model with unobservable factors both in the errors and the regressors when the time dimension is small

Forchini, Giovanni and Peng, Bin 2017, Modified first-difference estimator in a panel data model with unobservable factors both in the errors and the regressors when the time dimension is small, Communications in statistics - theory and methods, vol. 46, no. 24, pp. 12226-12239, doi: 10.1080/03610926.2017.1295156.

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Title Modified first-difference estimator in a panel data model with unobservable factors both in the errors and the regressors when the time dimension is small
Author(s) Forchini, Giovanni
Peng, BinORCID iD for Peng, Bin orcid.org/0000-0003-4231-4713
Journal name Communications in statistics - theory and methods
Volume number 46
Issue number 24
Start page 12226
End page 12239
Total pages 14
Publisher Taylor & Francis
Place of publication Abingdon, Eng.
Publication date 2017
ISSN 0361-0926
1532-415X
Keyword(s) Common shocks
Factors
Panel data
Language eng
DOI 10.1080/03610926.2017.1295156
Indigenous content off
Field of Research 0104 Statistics
HERDC Research category C1.1 Refereed article in a scholarly journal
ERA Research output type C Journal article
Copyright notice ©2017, Taylor & Francis Group, LLC
Persistent URL http://hdl.handle.net/10536/DRO/DU:30124458

Document type: Journal Article
Collections: Faculty of Business and Law
Department of Economics
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