Pages that link to "Item:Q2886957"
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The following pages link to An efficient linear GMM estimator for the covariance stationary AR(1)/unit root model for panel data (Q2886957):
Displaying 6 items.
- Corrigendum to ``Maximum likelihood estimation and inference methods for the covariance stationary panel AR(1)/unit root model'' (Q2512532) (← links)
- A comparison of LS/ML and GMM estimation in a simple AR(1) model (Q4490157) (← links)
- GMM ESTIMATION FOR DYNAMIC PANELS WITH FIXED EFFECTS AND STRONG INSTRUMENTS AT UNITY (Q5187624) (← links)
- GMM Estimation of Autoregressive Roots Near Unity with Panel Data (Q5473019) (← links)
- First difference transformation in panel VAR models: Robustness, estimation, and inference (Q5862491) (← links)
- Unit Root Inference in Generally Trending and Cross-Correlated Fixed-<i>T</i> Panels (Q6623198) (← links)
