Asymptotic inference for dynamic panel estimators of infinite order autoregressive processes (Q1753051)

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scientific article; zbMATH DE number 6873120
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Asymptotic inference for dynamic panel estimators of infinite order autoregressive processes
scientific article; zbMATH DE number 6873120

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    Asymptotic inference for dynamic panel estimators of infinite order autoregressive processes (English)
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    25 May 2018
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    autoregressive sieve estimation
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    bias correction
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    double asymptotics
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    fixed effects estimator
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