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Second order expansion of the T-statistic in AR (1) models
Mikusheva, Anna
- In:
Econometric theory
31
(
2015
)
3
,
pp. 426-448
Persistent link: https://www.econbiz.de/10011290916
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Estimators for persistent and possibly nonstationary data with classical properties
Gorodnichenko, Yuriy
;
Mikusheva, Anna
;
Ng, Serena
- In:
Econometric theory
28
(
2012
)
5
,
pp. 1003-1036
Persistent link: https://www.econbiz.de/10009714726
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Limit theorems for factor models
Anatolyev, Stanislav
;
Mikusheva, Anna
- In:
Econometric theory
37
(
2021
)
5
,
pp. 1034-1074
Persistent link: https://www.econbiz.de/10012656394
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4
ESTIMATORS FOR PERSISTENT AND POSSIBLY NONSTATIONARY DATA WITH CLASSICAL PROPERTIES
Gorodnichenko, Yuriy
;
Mikusheva, Anna
;
Ng, Serena
- In:
Econometric theory
28
(
2012
)
5
,
pp. 1003-1037
Persistent link: https://www.econbiz.de/10010028016
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