Asymptotically unbiased estimation of autocovariances and autocorrelations with panel data in the presence of individual and time effects

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Publication:1695655

DOI10.1515/jtse-2013-0017zbMath1499.62317OpenAlexW3124043095MaRDI QIDQ1695655

Ryo Okui

Publication date: 7 February 2018

Published in: Journal of Time Series Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/jtse-2013-0017



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