DYNAMIC PANEL ANDERSON-HSIAO ESTIMATION WITH ROOTS NEAR UNITY
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Publication:4637608
DOI10.1017/S0266466615000298zbMath1441.62840OpenAlexW2271045739MaRDI QIDQ4637608
Publication date: 25 April 2018
Published in: Econometric Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s0266466615000298
Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05)
Related Items (4)
Unit roots test: spatial model with long memory errors ⋮ The factor analytical approach in near unit root interactive effects panels ⋮ IDENTIFICATION ROBUST INFERENCE FOR MOMENTS-BASED ANALYSIS OF LINEAR DYNAMIC PANEL DATA MODELS ⋮ A PANEL CLUSTERING APPROACH TO ANALYZING BUBBLE BEHAVIOR
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