Asymptotic consequences of neglected dynamics in individual effects models* (Q4850099): Difference between revisions
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Property / cites work: Neglected dynamics in panel data models; consequences and detection in finite samples* / rank | |||
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Property / cites work: The Interpretation of Cross Section Estimates in a Dynamic Model / rank | |||
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Property / cites work: Asymptotic Properties of Least Squares Estimators of Cointegrating Vectors / rank | |||
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Latest revision as of 17:33, 23 May 2024
scientific article; zbMATH DE number 803398
Language | Label | Description | Also known as |
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English | Asymptotic consequences of neglected dynamics in individual effects models* |
scientific article; zbMATH DE number 803398 |
Statements
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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