Asymptotically unbiased estimation of autocovariances and autocorrelations with panel data in the presence of individual and time effects (Q1695655)

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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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