Asymptotically unbiased estimation of autocovariances and autocorrelations with panel data in the presence of individual and time effects (Q1695655)
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English | Asymptotically unbiased estimation of autocovariances and autocorrelations with panel data in the presence of individual and time effects |
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Asymptotically unbiased estimation of autocovariances and autocorrelations with panel data in the presence of individual and time effects (English)
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7 February 2018
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double asymptotics
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individual effects
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long-run variance
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panel data
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time effects
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