Asymptotically unbiased estimation of autocovariances and autocorrelations with panel data in the presence of individual and time effects
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Publication:1695655
DOI10.1515/jtse-2013-0017zbMath1499.62317OpenAlexW3124043095MaRDI QIDQ1695655
Publication date: 7 February 2018
Published in: Journal of Time Series Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/jtse-2013-0017
Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
Related Items
Panel data analysis with heterogeneous dynamics, Exactly/Nearly Unbiased Estimation of Autocovariances of a Univariate Time Series With Unknown Mean
Uses Software
Cites Work
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