Panel AR(1) estimators under misspecification (Q1934932)

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Panel AR(1) estimators under misspecification
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    title
    Panel AR(1) estimators under misspecification (English)
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    author
    Ryo Okui
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    publication date
    29 January 2013
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    Mathematics Subject Classification ID
    91B84
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    62L12
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    62M10
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    zbMATH DE Number
    6132621
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    zbMATH Keywords
    panel data
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    GMM
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    sequential asymptotics
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    misspecification
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    OpenAlex ID
    W2050114258
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