A NEW PANEL DATA TREATMENT FOR HETEROGENEITY IN TIME TRENDS

DOI10.1017/S026646661100034XzbMath1239.91185OpenAlexW2171154885MaRDI QIDQ2890706

Robin C. Sickles, Wonho Song, Alois Kneip

Publication date: 11 June 2012

Published in: Econometric Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s026646661100034x

Mathematics Subject Classification ID

Numerical methods (including Monte Carlo methods) (91G60) Statistical methods; risk measures (91G70)

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Uses Software

• fda (R)

Cites Work

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