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Instrumental variable estimation of dynamic linear panel data models with defactored regressors and a multifactor error structure

Norkute, Milda LU ; Sarafidis, Vasilis ; Yamagata, Takashi and Cui, Guowei (2021) In Journal of Econometrics 220(2). p.416-446
Please use this url to cite or link to this publication:
author
; ; and
organization
publishing date
type
Contribution to journal
publication status
published
subject
in
Journal of Econometrics
volume
220
issue
2
pages
416 - 446
publisher
Elsevier
external identifiers
  • scopus:85086591875
ISSN
0304-4076
DOI
10.1016/j.jeconom.2020.04.008
language
English
LU publication?
yes
id
f6363b59-a4c9-4991-9303-07cd9fdea9b2
date added to LUP
2020-05-27 11:59:57
date last changed
2022-04-18 22:22:41
@article{f6363b59-a4c9-4991-9303-07cd9fdea9b2,
  author       = {{Norkute, Milda and Sarafidis, Vasilis and Yamagata, Takashi and Cui, Guowei}},
  issn         = {{0304-4076}},
  language     = {{eng}},
  number       = {{2}},
  pages        = {{416--446}},
  publisher    = {{Elsevier}},
  series       = {{Journal of Econometrics}},
  title        = {{Instrumental variable estimation of dynamic linear panel data models with defactored regressors and a multifactor error structure}},
  url          = {{http://dx.doi.org/10.1016/j.jeconom.2020.04.008}},
  doi          = {{10.1016/j.jeconom.2020.04.008}},
  volume       = {{220}},
  year         = {{2021}},
}