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Testing for strict stationarity in a random coefficient autoregressive model
Trapani, Lorenzo - In: Econometric reviews 40 (2021) 3, pp. 220-256
Persistent link: https://www.econbiz.de/10012515596
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Asymptotics for Panel Models with Common Shocks
Kao, Chihwa; Trapani, Lorenzo; Urga, Giovanni - In: Econometric reviews 31 (2012) 4, pp. 390-440
Persistent link: https://www.econbiz.de/10009986256
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Asymptotics for panel models with common shocks
Kao, Chihwa; Trapani, Lorenzo; Urga, Giovanni - In: Econometric reviews 31 (2012) 4/6, pp. 390-439
Persistent link: https://www.econbiz.de/10009539726