Asymptotic inference for dynamic panel estimators of infinite order autoregressive processes
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Publication:1753051
DOI10.1016/j.jeconom.2017.04.005zbMath1452.62656MaRDI QIDQ1753051
Yoon-Jin Lee, Mototsugu Shintani, Ryo Okui
Publication date: 25 May 2018
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2017.04.005
62P20: Applications of statistics to economics
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
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