AN EFFICIENT LINEAR GMM ESTIMATOR FOR THE COVARIANCE STATIONARY AR(1)/UNIT ROOT MODEL FOR PANEL DATA
| Year of publication: |
2007
|
|---|---|
| Authors: | Kruiniger, Hugo |
| Published in: |
Econometric Theory. - Cambridge University Press. - Vol. 23.2007, 03, p. 519-535
|
| Publisher: |
Cambridge University Press |
| Description of contents: | Abstract [journals.cambridge.org] |