Pseudo-Gaussian and rank-based tests for first-order superdiagonal bilinear models in panel data (Q5066205)
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scientific article; zbMATH DE number 7499634
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| English | Pseudo-Gaussian and rank-based tests for first-order superdiagonal bilinear models in panel data |
scientific article; zbMATH DE number 7499634 |
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29 March 2022
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panel data
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first-order superdiagonal bilinear model
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local asymptotic normality
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pseudo-Gaussian test
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rank test
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asymptotic relative efficiency
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0.8734661936759949
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0.8149023652076721
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0.8069074749946594
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0.797057032585144
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