Efficient inference on fractionally integrated panel data models with fixed effects (Q2343820)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Efficient inference on fractionally integrated panel data models with fixed effects |
scientific article |
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Efficient inference on fractionally integrated panel data models with fixed effects (English)
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6 May 2015
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panel data
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fractional time series
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estimation
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testing
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bias correction
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