JASA

Efficiency of QMLE for dynamic panel data models with interactive effects

Authors
Jushan Bai
Research Topics
Econometrics
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Paper Information
  • Journal:
    Journal of the American Statistical Association
  • DOI:
    10.1080/01621459.2025.2552452
  • Added to Tracker:
    Sep 24, 2025
Author Details
Jushan Bai
Author
Research Topics & Keywords
Econometrics
Research Area
Citation Information
APA Format
Jushan Bai . Efficiency of QMLE for dynamic panel data models with interactive effects. Journal of the American Statistical Association , 10.1080/01621459.2025.2552452.
BibTeX Format
@article{paper550,
  title = { Efficiency of QMLE for dynamic panel data models with interactive effects },
  author = { Jushan Bai },
  journal = { Journal of the American Statistical Association },
  doi = { 10.1080/01621459.2025.2552452 },
  url = { https://www.tandfonline.com/doi/full/10.1080/01621459.2025.2552452 }
}
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