Asymptotically unbiased estimation of autocovariances and autocorrelations with panel data in the presence of individual and time effects
type: Item
instance of: scholarly article
title: Asymptotically unbiased estimation of autocovariances and autocorrelations with panel data in the presence of individual and time effects
zbMATH Open document ID: 1499.62317
author: Ryo Okui
published in: Journal of Time Series Econometrics
publication date: 2018-02-07T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62F12
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 6835901
zbMATH Keywords: double asymptotics
zbMATH Keywords: individual effects
zbMATH Keywords: long-run variance
zbMATH Keywords: panel data
zbMATH Keywords: time effects
describes a project that uses: Ox
MaRDI profile type: Publication
full work available at URL: jtse-2013-0017
OpenAlex ID: W3124043095
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DOI: 10.1515/JTSE-2013-0017
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description: scientific article; zbMATH DE number 6835901