Efficient inference on fractionally integrated panel data models with fixed effects (2015)

First Author: Robinson P
Attributed to:  Inference on Spatial-Temporal Econometric Models funded by ESRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1016/j.jeconom.2014.12.003

Publication URI: http://dx.doi.org/10.1016/j.jeconom.2014.12.003

Type: Journal Article/Review

Parent Publication: Journal of Econometrics

Issue: 2