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Estimating semiparametric panel data models by marginal integration
Qian, Junhui
;
Wang, Le
- In:
Journal of Econometrics
167
(
2012
)
2
,
pp. 483-493
that results from the
first
differencing
transformation. We characterize the asymptotic behavior of our estimator. We also …
Persistent link: https://www.econbiz.de/10010574081
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