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Moment conditions for dynamic panel data models with multiplicative individual effects in the conditional variance

Meghir, C and Windmeijer, F (1999) Moment conditions for dynamic panel data models with multiplicative individual effects in the conditional variance. Annales d'Economie et de Statistique , 55 317 - 330.

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Type:Article
Title:Moment conditions for dynamic panel data models with multiplicative individual effects in the conditional variance
Open access status:An open access version is available from UCL Discovery
Keywords:dynamic, EFFECTS, MODEL, models
UCL classification:UCL > School of Arts and Social Sciences > Faculty of Social and Historical Sciences > Economics

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