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The ET interview : professor Peter Schmidt
Schmidt, Peter (interviewee); Sickles, Robin C. (interviewer) - In: Econometric theory 39 (2023) 5, pp. 881-899
Persistent link: https://www.econbiz.de/10014436582
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TESTING FOR LONG MEMORY
Harris, David; Mccabe, Brendan; Leybourne, Stephen; … - In: Econometric theory 24 (2008) 1, pp. 143-175
Persistent link: https://www.econbiz.de/10007896790
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AN EFFICIENT LINEAR GMM ESTIMATOR FOR THE COVARIANCE STATIONARY AR(1)-UNIT ROOT MODEL FOR PANEL DATA
Kruiniger, Hugo; Ahn, S.C.; Schmidt, P.; Ahn, S.C.; … - In: Econometric theory 23 (2007) 3, pp. 519-536
Persistent link: https://www.econbiz.de/10007718226