Kazuhiko Hayakawa
<p>This paper proposes an ML estimator for short panel data models with interactive fixed effects and endogenous variables. We show that such a model can be analysed in terms of covariance structure analysis. Monte Carlo simulation results show that the proposed ML estimator outperforms the GMM estimator.</p>
2018-11-09(Friday)16:40-18:00
D235, Econ Building
English
WISE&SOE
系列讲座
Qingliang Fan
<p>Professor, Graduate School of Social Sciences, Hiroshima University.</p> <p><a href="/Upload/File/2018/11/20181105104116297.pdf">Upload/File/2018/11/20181105104116297.pdf</a></p>
高级经济经济学与统计学系列讲座2018秋季学期第三讲（总第107讲）
Professor, Graduate School of Social Sciences, Hiroshima University.
Upload/File/2018/11/20181105104116297.pdf
