The true limit distributions of the Anderson-Hsiao IV estimators in panel autoregression
type: Item
instance of: scholarly article
title: The true limit distributions of the Anderson-Hsiao IV estimators in panel autoregression
zbMATH Open document ID: 1321.62146
author: Chirok Han
author: Peter C. B. Phillips
published in: Economics Letters
publication date: 2015-09-29T00:00:00Z
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62F12
Mathematics Subject Classification ID: 91B84
zbMATH DE Number: 6486735
zbMATH Keywords: dynamic panel
zbMATH Keywords: IV estimation
zbMATH Keywords: levels and difference instruments
MaRDI profile type: Publication
full work available at URL: j.econlet.2014.11.030
OpenAlex ID: W2156728491
cites work: Estimation of Dynamic Models with Error Components
cites work: GMM ESTIMATION FOR DYNAMIC PANELS WITH FIXED EFFECTS AND STRONG INSTRUMENTS AT UNITY
cites work: First difference maximum likelihood and dynamic panel estimation
cites work: GMM Estimation of Autoregressive Roots Near Unity with Panel Data
cites work: GAUSSIAN INFERENCE IN AR(1) TIME SERIES WITH OR WITHOUT A UNIT ROOT
cites work: Linear Regression Limit Theory for Nonstationary Panel Data
DOI: 10.1016/J.ECONLET.2014.11.030
description: scientific article; zbMATH DE number 6486735