Asymptotic inference for dynamic panel estimators of infinite order autoregressive processes (Q1753051): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1016/j.jeconom.2017.04.005 / rank
 
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Latest revision as of 16:34, 15 July 2024

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Asymptotic inference for dynamic panel estimators of infinite order autoregressive processes
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    Asymptotic inference for dynamic panel estimators of infinite order autoregressive processes (English)
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    25 May 2018
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    autoregressive sieve estimation
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    bias correction
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    double asymptotics
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    fixed effects estimator
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