Weighting Strategies for Pairwise Composite Marginal Likelihood Estimation in Case of Unbalanced Panels and Unaccounted Autoregressive Structure of the Errors
TRANSPORTATION RESEARCH PART B-METHODOLOGICAL(2024)
Key words
Probit modelling,Composite marginal likelihood,Weighting,Unbalanced panel data,Unaccounted autoregressive error process,Efficiency
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