Efficient inference on fractionally integrated panel data models with fixed effects
Peter M. Robinson; Carlos Velasco
| Year of publication: |
2015
|
|---|---|
| Authors: | Robinson, Peter M. ; Velasco, Carlos |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 185.2015, 2, p. 435-452
|
| Subject: | Panel data | Fractional time series | Estimation | Testing | Bias correction | Panel | Panel study | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Systematischer Fehler | Bias | Schätzung | Nichtparametrisches Verfahren | Nonparametric statistics |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011348967