X-DIFFERENCING AND DYNAMIC PANEL MODEL ESTIMATION
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Publication:4979939
DOI10.1017/S0266466613000170zbMath1329.62379OpenAlexW3123462262MaRDI QIDQ4979939
Peter C. B. Phillips, Donggyu Sul, Chirok Han
Publication date: 20 June 2014
Published in: Econometric Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s0266466613000170
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: estimation (62M09)
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