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

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+https://doi.org/10.1016/j.jeconom.2017.04.005
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+W3121657616
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@@ Property / cites work @@
+The Time Series and Cross-Section Asymptotics of Dynamic Panel Data Estimators
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+Consistent autoregressive spectral estimates
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+Estimation of impulse response functions using long autoregression
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+Asymptotically Unbiased Inference for a Dynamic Panel Model with Fixed Effects when Both n and T Are Large
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+Q5475047
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+X-DIFFERENCING AND DYNAMIC PANEL MODEL ESTIMATION
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+Q4039983
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+A SIMPLE EFFICIENT INSTRUMENTAL VARIABLE ESTIMATOR FOR PANEL AR(<i>p</i>) MODELS WHEN BOTH<i>N</i>AND<i>T</i>ARE LARGE
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+On bias, inconsistency, and efficiency of various estimators in dynamic panel data models
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+AUTOMATIC INFERENCE FOR INFINITE ORDER VECTOR AUTOREGRESSIONS
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+Bias in dynamic panel models under time series misspecification
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+Model selection in the presence of incidental parameters
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+Prediction of multivariate time series by autoregressive model fitting
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+Impulse response analysis in infinite order cointegrated vector autoregressive processes
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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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+Publication:1753051