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Indirect inference for dynamic panel models

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References

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1990Simulated Moments Estimation of Markov Models of Asset Prices617 cited
2002

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Asymptotically Unbiased Inference for a Dynamic Panel Model with Fixed Effects when Both n and T Are Large

477 cited

1993Exactly Median-Unbiased Estimation of First Order Autoregressive/Unit Root Models470 cited

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