First difference maximum likelihood and dynamic panel estimation (Q2440332): Difference between revisions

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+Estimation When a Parameter is on a Boundary
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+Testing When a Parameter is on the Boundary of the Maintained Hypothesis
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+An algorithm for the exact likelihood of a mixed autoregressive-moving average process
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+On the inverses of some patterned matrices arising in the theory of stationary time series
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+On the asymptotics of constrained \(M\)-estimation
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+DETERMINANTS OF COVARIANCE MATRICES OF DIFFERENCED AR(1) PROCESSES
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+UNIFORM ASYMPTOTIC NORMALITY IN STATIONARY AND UNIT ROOT AUTOREGRESSION
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+X-DIFFERENCING AND DYNAMIC PANEL MODEL ESTIMATION
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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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+Maximum likelihood estimation of fixed effects dynamic panel data models covering short time periods
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+Maximum likelihood estimation and inference methods for the covariance stationary panel AR(1)/unit root model
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+Consistent Estimates Based on Partially Consistent Observations
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+Time Series Regression with a Unit Root
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+Asymptotic Statistics
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+Weak convergence and empirical processes. With applications to statistics
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