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GMM estimation of autoregressive roots near unity with panel data
Moon, Hyungsik Roger
;
Phillips, Peter C. B.
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2000
Persistent link: https://www.econbiz.de/10001516078
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Maximum likelihood estimation in panels with incidental trends
Moon, Hyungsik Roger
;
Phillips, Peter C. B.
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1999
Persistent link: https://www.econbiz.de/10001498899
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Maximum likelihood estimation in panels with incidental trends
Moon, Hyungsik Roger
;
Phillips, Peter C. B.
-
1999
Persistent link: https://www.econbiz.de/10001440481
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4
Linear regression limit theory for nonstationary panel data
Phillips, Peter C. B.
;
Moon, Hyungsik Roger
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1999
Persistent link: https://www.econbiz.de/10001389313
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5
Incidental trends and the power of panel unit root tests
Moon, Hyungsik Roger
;
Perron, Benoit
;
Phillips, Peter C. B.
-
2003
Persistent link: https://www.econbiz.de/10001798680
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6
GMM estimation of autoregressive roots near unity with panel data
Moon, Hyungsik Roger
;
Phillips, Peter C. B.
-
2003
Persistent link: https://www.econbiz.de/10001735075
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7
Nonstationary panel data analysis : an overview of some recent developments
Phillips, Peter C. B.
;
Moon, Hyungsik Roger
-
1999
Persistent link: https://www.econbiz.de/10001389310
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