On the bias of the OLS estimator in a nonstationary dynamic panel data model
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Cites work
- scientific article; zbMATH DE number 3824228 (Why is no real title available?)
- Distribution of the Estimators for Autoregressive Time Series With a Unit Root
- Exploiting cross-section variation for unit root inference in dynamic data
- Testing for unit roots in heterogeneous panels.
- The Limiting Distribution of the Serial Correlation Coefficient in the Explosive Case
- The exact moments of the least squares estimator for the autoregressive model
- The limiting distribution of the autocorrelation coefficient under a unit root
- Understanding spurious regressions in econometrics
Cited in
(4)- scientific article; zbMATH DE number 2208999 (Why is no real title available?)
- scientific article; zbMATH DE number 5245028 (Why is no real title available?)
- On the asymptotic bias of OLS in dynamic regression models with autocorrelated errors
- Exogenous variables and asymptotic bias in dynamic models with autocorrelated errors: a note
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