Maximum likelihood estimation and inference methods for the covariance stationary panel AR(1)/unit root model
Year of publication: |
2008
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Authors: | Kruiniger, Hugo |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 144.2008, 2, p. 447-464
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Subject: | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Panel | Panel study | Einheitswurzeltest | Unit root test |
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