Efficient inference on fractionally integrated panel data models with fixed effects (Q2343820)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Efficient inference on fractionally integrated panel data models with fixed effects
scientific article

    Statements

    Efficient inference on fractionally integrated panel data models with fixed effects (English)
    0 references
    0 references
    0 references
    6 May 2015
    0 references
    panel data
    0 references
    fractional time series
    0 references
    estimation
    0 references
    testing
    0 references
    bias correction
    0 references

    Identifiers