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

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+The Time Series and Cross-Section Asymptotics of Dynamic Panel Data Estimators
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+AUTOMATIC INFERENCE FOR INFINITE ORDER VECTOR AUTOREGRESSIONS
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+ASYMPTOTICALLY UNBIASED ESTIMATION OF AUTOCOVARIANCES AND AUTOCORRELATIONS WITH LONG PANEL DATA
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+Linear Regression Limit Theory for Nonstationary Panel Data
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