A Computationally Practical Simulation Estimation Algorithm for Dynamic Panel Data Models with Unobserved Endogenous State Variables

MP Keane, R Sauer

Research output: Contribution to journal › Article (Academic Journal) › peer-review

12 Citations (Scopus)

Translated title of the contribution	A Computationally Practical Simulation Estimation Algorithm for Dynamic Panel Data Models with Unobserved Endogenous State Variables
Original language	English
Pages (from-to)	925 - 958
Number of pages	34
Journal	International Economic Review
Volume	51(4)
DOIs	https://doi.org/10.1111/j.1468-2354.2010.00606.x
Publication status	Published - Nov 2010

Access to Document

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title = "A Computationally Practical Simulation Estimation Algorithm for Dynamic Panel Data Models with Unobserved Endogenous State Variables",

author = "MP Keane and R Sauer",

year = "2010",

month = nov,

doi = "10.1111/j.1468-2354.2010.00606.x",

language = "English",

volume = "51(4)",

pages = "925 -- 958",

journal = "International Economic Review",

issn = "0020-6598",

publisher = "Wiley-Blackwell",

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T1 - A Computationally Practical Simulation Estimation Algorithm for Dynamic Panel Data Models with Unobserved Endogenous State Variables

AU - Keane, MP

AU - Sauer, R

PY - 2010/11

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U2 - 10.1111/j.1468-2354.2010.00606.x

DO - 10.1111/j.1468-2354.2010.00606.x

M3 - Article (Academic Journal)

VL - 51(4)

SP - 925

EP - 958

JO - International Economic Review

JF - International Economic Review

SN - 0020-6598

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