Asymptotically unbiased estimation of autocovariances and autocorrelations for panel data with incidental trends (Q553875)

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Asymptotically unbiased estimation of autocovariances and autocorrelations for panel data with incidental trends
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    Asymptotically unbiased estimation of autocovariances and autocorrelations for panel data with incidental trends (English)
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    28 July 2011
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    autocovariance
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    bias correction
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    double asymptotics
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    incidental trend
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    panel data
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