Central limit theory for combined cross section and time series with an application to aggregate productivity shocks

Cites Work

Title not available (Why is that?)
Title not available (Why is that?)
Title not available (Why is that?)
Title not available (Why is that?)
Title not available (Why is that?)
Title not available (Why is that?)
Accounting for wage and employment changes in the US from 1968--2000: a dynamic model of labor market equilibrium
Discretization of processes.
Stable convergence of semimartingales
Limit theorems for moving averages of discretized processes plus noise
Asymptotic inference for nearly nonstationary AR(1) processes
Weak limit theorems for stochastic integrals and stochastic differential equations
Martingale convergence to mixtures of infinitely divisible laws
A maximal inequality and dependent strong laws
Necessary and sufficient conditions for the conditional central limit theorem
The uniform validity of impulse response inference in autoregressions
Limit theory for panel data models with cross sectional dependence and sequential exogeneity
Asymptotic Properties of Residual Based Tests for Cointegration
Designing Realized Kernels to Measure the ex post Variation of Equity Prices in the Presence of Noise
Multiple Time Series Regression with Integrated Processes
Towards a unified asymptotic theory for autoregression
Time to Build and Aggregate Fluctuations
Remarks on the functional central limit theorem for martingales
Foundations of Modern Probability
Dynamic panel estimation and homogeneity testing under cross section dependence
Linear Regression Limit Theory for Nonstationary Panel Data
Generalized Method of Integrated Moments for High-Frequency Data
Identification Properties of Recent Production Function Estimators
On Confidence Intervals for Autoregressive Roots and Predictive Regression
Regression Theory for Near-Integrated Time Series
Invariance principles for dependent variables
Dynamic Spatial Panel Models: Networks, Common Shocks, and Sequential Exogeneity
JOINT TIME-SERIES AND CROSS-SECTION LIMIT THEORY UNDER MIXINGALE ASSUMPTIONS
Bayesian Analysis of DSGE Models
Intersectoral Labor Mobility and the Growth of the Service Sector
Cross-Section Regression with Common Shocks
Uniform Inference in Autoregressive Models
Martingale Central Limit Theorems
The Dynamics of Productivity in the Telecommunications Equipment Industry

This page was built for publication: Central limit theory for combined cross section and time series with an application to aggregate productivity shocks

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6542441)