Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors and a Multifactor Error Structure

Norkute, Milda, Sarafidis, Vasilis, Yamagata, Takashi orcid.org/0000-0001-5949-8833 et al. (1 more author) (2021) Instrumental Variable Estimation of Dynamic Linear Panel Data Models with Defactored Regressors and a Multifactor Error Structure. Journal of Econometrics. pp. 416-446. ISSN 0304-4076

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Copyright, Publisher and Additional Information: © 2020 Published by Elsevier B.V. This is an author-produced version of the published paper. Uploaded in accordance with the publisher’s self-archiving policy.
Dates:
  • Accepted: 21 January 2020
  • Published (online): 16 June 2020
  • Published: 1 February 2021
Institution: The University of York
Academic Units: The University of York > Faculty of Social Sciences (York) > Economics and Related Studies (York)
Depositing User: Pure (York)
Date Deposited: 06 Feb 2020 17:20
Last Modified: 06 Dec 2023 13:32
Published Version: https://doi.org/10.1016/j.jeconom.2020.04.008
Status: Published
Refereed: Yes
Identification Number: https://doi.org/10.1016/j.jeconom.2020.04.008

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