Asymptotic inference for \(\mathrm{AR}(1)\) panel data (Q2221511): Difference between revisions

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Property / DOI: 10.1007/s11766-020-3491-x / rank
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Property / author: Tian-Xiao Pang / rank
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Property / author: Tian-Xiao Pang / rank
 
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Property / arXiv ID: 1611.04248 / rank
 
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Latest revision as of 13:39, 17 December 2024

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Asymptotic inference for \(\mathrm{AR}(1)\) panel data
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    Asymptotic inference for \(\mathrm{AR}(1)\) panel data (English)
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    2 February 2021
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    \(\mathrm{AR}(1)\) model
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    least squares estimator
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    limiting distribution
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    non-stationary
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    panel data
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    Identifiers

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