Asymptotic inference for dynamic panel estimators of infinite order autoregressive processes
type: Item
instance of: scholarly article
title: Asymptotic inference for dynamic panel estimators of infinite order autoregressive processes
zbMATH Open document ID: 1452.62656
author: Yoonjin Lee
author: Ryo Okui
author: Mototsugu Shintani
published in: Journal of Econometrics
publication date: 2018-05-25T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 6873120
zbMATH Keywords: autoregressive sieve estimation
zbMATH Keywords: bias correction
zbMATH Keywords: double asymptotics
zbMATH Keywords: fixed effects estimator
MaRDI profile type: Publication
full work available at URL: j.jeconom.2017.04.005
OpenAlex ID: W3121657616
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DOI: 10.1016/J.JECONOM.2017.04.005
description: scientific article; zbMATH DE number 6873120