Maximum likelihood estimation and inference methods for the covariance stationary panel AR(1)/unit root model (Q295407)
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scientific article; zbMATH DE number 6592771
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| English | Maximum likelihood estimation and inference methods for the covariance stationary panel AR(1)/unit root model |
scientific article; zbMATH DE number 6592771 |
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Maximum likelihood estimation and inference methods for the covariance stationary panel AR(1)/unit root model (English)
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13 June 2016
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dynamic panel data models
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maximum likelihood
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multi-index asymptotics
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efficiency bounds
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unit root test
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0.8518540263175964
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0.8073292970657349
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0.8073292970657349
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0.7995499968528748
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