ESTIMATION FOR DYNAMIC PANEL DATA WITH INDIVIDUAL EFFECTS
研究了面板数据参数模型中的统计推断，重点关注大截面下高斯伪最大似然估计的性质，时间维度固定，并讨论了不同初始条件的影响。
The article discusses statistical inference in parametric models for panel data. The models feature dynamics of a general nature, individual effects, and possible explanatory variables. The focus is on large-cross-section inference on Gaussian pseudo maximum likelihood estimates with temporal dimension kept fixed, partially complementing and extending recent work of the authors. We focus on a particular kind of initial condition but go on to discuss implications of alternative initial conditions. Some possible further developments are briefly reviewed.