Pages that link to "Item:Q4933580"

The following pages link to ASYMPTOTICALLY UNBIASED ESTIMATION OF AUTOCOVARIANCES AND AUTOCORRELATIONS WITH LONG PANEL DATA (Q4933580):

Displaying 7 items.

• Panel data analysis with heterogeneous dynamics (Q130132) (← links)
• Asymptotically unbiased estimation of autocovariances and autocorrelations for panel data with incidental trends (Q553875) (← links)
• Asymptotically unbiased estimation of autocovariances and autocorrelations with panel data in the presence of individual and time effects (Q1695655) (← links)
• Asymptotic inference for dynamic panel estimators of infinite order autoregressive processes (Q1753051) (← links)
• Finite sample performance of a long run variance estimator based on exactly (almost) unbiased autocovariance estimators (Q1787421) (← links)
• Exactly/Nearly Unbiased Estimation of Autocovariances of a Univariate Time Series With Unknown Mean (Q2830677) (← links)
• A simple nearly unbiased estimator of cross‐covariances (Q4997697) (← links)