Mammen, Enno; Nielsen, Jens Perch; Fitzenberger, Bernd - In: Biometrika 98 (2011) 4, pp. 1007-1014
We consider a cross-section model that contains an individual component, a deterministic time trend and an unobserved latent common time series component. We show the following oracle property: the parameters of the latent time series and the parameters of the deterministic time trend can be...
