ROBUST BOOTSTRAP INFERENCE ON LONG RUN DEPENDENCE USING PANELS
| Year of publication: |
2003-08-01
|
|---|---|
| Authors: | Fuertes, Ana-maria |
| Institutions: | Society for Computational Economics - SCE |
| Subject: | Nonstationary panel data | Persistent disequilibrium | Size disortion | Heterogeneous panels |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | The text is part of a series Computing in Economics and Finance 2002 Number 307 |
| Classification: | C15 - Statistical Simulation Methods; Monte Carlo Methods ; C32 - Time-Series Models ; C33 - Models with Panel Data |
| Source: |
Persistent link: https://www.econbiz.de/10005345708