Business & Economics
Estimator
Limit Distribution
Asymptotic Distribution
Instrumental Variables Estimator
Moment Conditions
Unit Root
GMM Estimator
Autoregression
Asymptotic Theory
Dynamic Panel Data Model
Dynamic Panel Estimation
Dynamic Panel
Fixed Effects
Common Factors
Sample Size
Panel Data
Least Squares Estimator
Generalized Method of Moments
Testing
Maximum Likelihood Estimator
Inference
Cross Section
Nuisance Parameter
Principal Components
Finite Sample
Random Effects
Simulation
Individual Effects
Geometric Distribution
Inverse Probability Weighting
Stock Return Distribution
GMM Estimation
Bias Reduction
Estimation Method
Likelihood Ratio Statistic
Conditional Heteroskedasticity
Dynamic Panel Model
Bias Correction
Efficient Estimation
Rate of Convergence
Asymptotic Normality
Average Treatment Effect
Generalized Method of Moments Estimator
Imputation
Factor Loadings
Least Squares
Likelihood Ratio Test
Monte Carlo Study
Two-stage Least Squares
Panel Regression
Mathematics
Panel Data
Data Model
Stock Returns
Generalized Method of Moments
Estimator
Fixed Effects
Moment Conditions
Asymptotic distribution
White noise
Regression
Simulation
Maximum Likelihood
Asymptotic Theory
Likelihood
Cost Efficiency
Moment
Restriction
Time-varying Coefficients
Moment Estimator
Banks
Peakedness
Moment Estimation
Model
Least Squares
Kernel Density Estimation
Common factor
Instrumental Variables
Performance
Monte Carlo Study
Principal Components
Unit Root
Probability Density
Industry
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time series
current account
normality
simulation
trend
Korea
determinants
infrastructure
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evidence
performance
