Asymptotic consequences of neglected dynamics in individual effects models*
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Publication:4850099
DOI10.1111/j.1467-9574.1994.tb01432.xzbMath0826.62101OpenAlexW2134481189MaRDI QIDQ4850099
Jan F. Kiviet, I. T. van Den Doel
Publication date: 28 November 1995
Published in: Statistica Neerlandica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9574.1994.tb01432.x
panel datarandom walkstationary processautocorrelationexogenous variableasymptotic inferencedynamic specificationlong-run effectstatic modelsmisspecification analysis
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