Asymptotic inference for \(\mathrm{AR}(1)\) panel data
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Publication:2221511
DOI10.1007/s11766-020-3491-xzbMath1474.62037arXiv1611.04248OpenAlexW3084712603MaRDI QIDQ2221511
Publication date: 2 February 2021
Published in: Applied Mathematics. Series B (English Edition) (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1611.04248
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Causal inference from observational studies (62D20)
Cites Work
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- Towards a unified asymptotic theory for autoregression
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