Asymptotic consequences of neglected dynamics in individual effects models* (Q4850099): Difference between revisions

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Latest revision as of 17:33, 23 May 2024

scientific article; zbMATH DE number 803398
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English
Asymptotic consequences of neglected dynamics in individual effects models*
scientific article; zbMATH DE number 803398

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    Asymptotic consequences of neglected dynamics in individual effects models* (English)
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    28 November 1995
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    asymptotic inference
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    misspecification analysis
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    dynamic specification
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    static models
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    panel data
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    exogenous variable
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    stationary process
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    autocorrelation
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    random walk
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    long-run effect
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