Dynamic Models for Short Panels

  • Mark N. Harris
  • L´szlÓ M´ty´s
  • Patrick Sevestre
Part of the Advanced Studies in Theoretical and Applied Econometrics book series (ASTA, volume 46)


Panel Data Instrumental Variable Individual Effect Serial Correlation Orthogonality Condition 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.


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Copyright information

© Springer-Verlag Berlin Heidelberg 2008

Authors and Affiliations

  • Mark N. Harris
    • 1
  • L´szlÓ M´ty´s
    • 2
  • Patrick Sevestre
    • 3
  1. 1.Department of Econometrics & Business StatisticsMonash UniversityAustralia
  2. 2.Department of EconomicsCentral European UniversityHungary
  3. 3.Ecole Economique de Paris (Paris School of Economics)Université Paris 1-Panthéon SorbonneFrance

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