Pages that link to "Item:Q2221511"
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The following pages link to Asymptotic inference for \(\mathrm{AR}(1)\) panel data (Q2221511):
Displaying 8 items.
- Quasi ML estimation of the panel AR(1) model with arbitrary initial conditions (Q528179) (← links)
- Asymptotically unbiased estimation of autocovariances and autocorrelations for panel data with incidental trends (Q553875) (← links)
- Asymptotically unbiased estimation of autocovariances and autocorrelations with panel data in the presence of individual and time effects (Q1695655) (← links)
- Gaussian inference in general AR(1) models based on difference (Q2864622) (← links)
- An approximate likelihood function for panel data with a mixed ARMA(<i>p</i>, <i>q</i>) remainder disturbance model (Q3505311) (← links)
- ASYMPTOTICALLY UNBIASED ESTIMATION OF AUTOCOVARIANCES AND AUTOCORRELATIONS WITH LONG PANEL DATA (Q4933580) (← links)
- Asymptotic normality of error density estimator in stationary and explosive autoregressive models (Q6542586) (← links)
- Asymptotically honest fiducial generalized inference: an application in autoregressive models (Q6552576) (← links)