AN EFFICIENT LINEAR GMM ESTIMATOR FOR THE COVARIANCE STATIONARY AR(1)-UNIT ROOT MODEL FOR PANEL DATA
| Year of publication: |
2007
|
|---|---|
| Authors: | Kruiniger, Hugo ; Ahn, S.C. ; Schmidt, P. ; Ahn, S.C. ; Schmidt, P. ; Arellano, M. ; Bond, S. ; Arellano, M. ; Bover, O. ; Blundell, R.W. ; Bond, S. ; Bond, S. ; Windmeijer, F. ; Hansen, L.P. ; Heaton, J. ; Yaron, A. |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 9016612. - Vol. 23.2007, 3, p. 519-536
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