Asymptotic consequences of neglected dynamics in individual effects models* (Q4850099)
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scientific article; zbMATH DE number 803398
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| English | Asymptotic consequences of neglected dynamics in individual effects models* |
scientific article; zbMATH DE number 803398 |
Statements
Asymptotic consequences of neglected dynamics in individual effects models* (English)
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28 November 1995
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asymptotic inference
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misspecification analysis
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dynamic specification
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static models
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panel data
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exogenous variable
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stationary process
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autocorrelation
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random walk
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long-run effect
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0.8166759610176086
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0.8093946576118469
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0.7923712134361267
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0.7700157761573792
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0.7659568190574646
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