Linear Dynamic Panel-data Estimation Using Maximum Likelihood and Structural Equation Modeling
Abstract
Panel data make it possible both to control for unobserved confounders and to include lagged, endogenous regressors. However, trying to do both simultaneously leads to serious estimation difficulties. In the econometric literature, these problems have been addressed by using lagged instrumental variables together with the generalized method of moments, while in sociology the same problems have been dealt with using maximum likelihood estimation...
Paper Details
Title
Linear Dynamic Panel-data Estimation Using Maximum Likelihood and Structural Equation Modeling
Published Date
Jun 1, 2018
Journal
Volume
18
Issue
2
Pages
293 - 326
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