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Forecasting with Panel Data
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Phillips, Peter C. B.
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ECONIS (ZBW)
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1
Asymptotically unbiased estimation of autocovariances and autocorrelations with long panel data
Okui, Ryo
- In:
Econometric theory
26
(
2010
)
5
,
pp. 1263-1304
Persistent link: https://www.econbiz.de/10008662672
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2
A simple efficient instrumental variable estimator for panel AR(p) models when both N and T are large
Hayakawa, Kazuhiko
- In:
Econometric theory
25
(
2009
)
3
,
pp. 873-890
Persistent link: https://www.econbiz.de/10003864220
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3
An efficient linear GMM estimator for the covariance stationary AR(1)-unit root model for panel data
Kruiniger, Hugo
- In:
Econometric theory
23
(
2007
)
3
,
pp. 519-535
Persistent link: https://www.econbiz.de/10003541274
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LM tests in the presence of non-normal error distributions
Furno, Marilena
- In:
Econometric theory
16
(
2000
)
2
,
pp. 249-261
Persistent link: https://www.econbiz.de/10001483372
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5
A strong consistency proof for heteroskedasticity and autocorrelation consistent covariance matrix estimators
Jong, Robert M. de
- In:
Econometric theory
16
(
2000
)
2
,
pp. 262-268
Persistent link: https://www.econbiz.de/10001483373
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Cauchy estimators for autoregressive processes with applications to unit root tests and confidence intervals
So, Beong Soo
;
Shin, Dong-wan
- In:
Econometric theory
15
(
1999
)
2
,
pp. 165-176
Persistent link: https://www.econbiz.de/10001381830
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7
Testing for zero autocorrelation when the innovations belong to the normal domain of attraction of a cauchy law
Runde, Ralf
- In:
Econometric theory
15
(
1999
)
2
,
pp. 177-183
Persistent link: https://www.econbiz.de/10001381835
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8
A correction factor for unit root test statistics
Bravo, Francesco
- In:
Econometric theory
15
(
1999
)
2
,
pp. 218-227
Persistent link: https://www.econbiz.de/10001381843
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9
The behavior of forecast errors from a nearly integrated AR(1) model as both sample size and forecast horizon become large
Kemp, Gordon C. R.
- In:
Econometric theory
15
(
1999
)
2
,
pp. 238-256
Persistent link: https://www.econbiz.de/10001381851
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10
Valid Edgeworth expansion for the sample autocorrelation function under long range dependence
Lieberman, Offer
;
Rousseau, Judith
;
Zucker, David M.
- In:
Econometric theory
17
(
2001
)
1
,
pp. 257-275
Persistent link: https://www.econbiz.de/10001556120
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