Linear regression limit theory for nonstationary panel data
Year of publication: |
1999
|
---|---|
Authors: | Phillips, Peter C. B. ; Moon, Hyungsik Roger |
Publisher: |
New Haven, Conn. : Cowles Found. for Research in Economics at Yale Univ |
Subject: | Regressionsanalyse | Regression analysis | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Kointegration | Cointegration | Mikroökonometrie | Microeconometrics | Panel | Panel study |
Extent: | 76 S |
---|---|
Series: | Cowles Foundation discussion paper. - New Haven, Conn. : [Verlag nicht ermittelbar], ZDB-ID 252036-9. - Vol. 1222 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Literaturverz. S. 74 - 76 |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Kao, Chihwa, (1997)
-
Dynamic Econometrics : Models and Applications
Bismans, Francis, (2025)
-
Lee, Lung-fei, (2015)
- More ...
-
Point‐optimal panel unit root tests with serially correlated errors
Moon, Hyungsik Roger, (2014)
-
GMM Estimation of Autoregressive Roots Near Unity with Panel Data
Moon, Hyungsik Roger, (2004)
-
GMM estimation of autoregressive roots near unity with panel data
Moon, Hyungsik Roger, (2000)
- More ...