Maximum likelihood estimation and inference methods for the covariance stationary panel AR(1)/unit root model (Q295407)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maximum likelihood estimation and inference methods for the covariance stationary panel AR(1)/unit root model |
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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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