Maximum likelihood estimation and inference methods for the covariance stationary panel AR(1)/unit root model (Q295407): Difference between revisions
From MaRDI portal
Normalize DOI. |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1016/J.JECONOM.2008.03.001 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1016/J.JECONOM.2008.03.001 / rank | |||
Normal rank | |||
Latest revision as of 13:42, 9 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maximum likelihood estimation and inference methods for the covariance stationary panel AR(1)/unit root model |
scientific article |
Statements
Maximum likelihood estimation and inference methods for the covariance stationary panel AR(1)/unit root model (English)
0 references
13 June 2016
0 references
dynamic panel data models
0 references
maximum likelihood
0 references
multi-index asymptotics
0 references
efficiency bounds
0 references
unit root test
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
