GMM ESTIMATION FOR DYNAMIC PANELS WITH FIXED EFFECTS AND STRONG INSTRUMENTS AT UNITY
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Publication:5187624
DOI10.1017/S026646660909063XzbMath1181.62193OpenAlexW3121574250MaRDI QIDQ5187624
Peter C. B. Phillips, Chirok Han
Publication date: 26 February 2010
Published in: Econometric Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s026646660909063x
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)
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