On the asymptotic \(t\)-test for large nonstationary panel models
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Publication:1927111
DOI10.1016/j.csda.2011.03.004zbMath1255.62045OpenAlexW2080219546MaRDI QIDQ1927111
Publication date: 30 December 2012
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://openaccess.city.ac.uk/id/eprint/6110/1/TrapaniCSDA3.pdf
Applications of statistics to economics (62P20) Asymptotic distribution theory in statistics (62E20) Monte Carlo methods (65C05) Asymptotic properties of parametric tests (62F05)
Related Items (2)
Inferential theory for heterogeneity and cointegration in large panels ⋮ Consistent estimator of nonparametric structural spurious regression model for high frequency data
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