Estimation in a semiparametric panel data model with nonstationarity
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Publication:5860938
DOI10.1080/07474938.2018.1514021zbMath1490.62238OpenAlexW2900821609WikidataQ128986639 ScholiaQ128986639MaRDI QIDQ5860938
Chaohua Dong, Bin Peng, J. T. Gao
Publication date: 4 March 2022
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474938.2018.1514021
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20)
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