Statistical inference in a random coefficient panel model
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Publication:284298
DOI10.1016/j.jeconom.2016.01.006zbMath1420.62386OpenAlexW2277048178MaRDI QIDQ284298
Lorenzo Trapani, Lajos Horváth
Publication date: 18 May 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2016.01.006
Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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