The author thanks a co-editor and three anonymous referees for constructive comments, and Marcelo Moreira for useful discussions. He also thanks seminar participants at Rutgers University, Michigan State University, and Columbia Econometrics Colloquium for helpful comments. Partial results of this paper were also presented at the 10th World Congress of the Econometric Society, Shanghai, China and the Asian Meetings of Econometric Society, Seoul, Korea, both as paired-invited talks, and at the 16th African Econometric Society meetings, Nairobi, Kenya, as a keynote talk. Financial support from the NSF (Grant SES-0962410) is acknowledged.
Fixed-Effects Dynamic Panel Models, a Factor Analytical Method
Article first published online: 24 JAN 2013
© 2013 The Econometric Society
Volume 81, Issue 1, pages 285–314, January 2013
How to Cite
Bai, J. (2013), Fixed-Effects Dynamic Panel Models, a Factor Analytical Method. Econometrica, 81: 285–314. doi: 10.3982/ECTA9409
- Issue published online: 21 JAN 2013
- Article first published online: 24 JAN 2013
- Manuscript received July, 2010; final revision received June, 2012.
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