论文信息 - Technical Appendix for: Generalized Dynamic Panel Data Models with Random Eects for Cross-Section and Time

Technical Appendix for: Generalized Dynamic Panel Data Models with Random Eects for Cross-Section and Time

In this technical appendix we present the details for the likelihood evaluation procedure of Mesters & Koopman (2014, Section 3) and the estimation of the posterior random eects. Further, we present the complete set of simulation and empirical results that are discussed in Mesters & Koopman (2014).

G. Mesters | G. Mesters

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