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Incidental parameters and dynamic panel modeling
Moon, Hyungsik Roger; Perron, Benoit; Phillips, Peter C. B. - In: The Oxford handbook of panel data, (pp. 111-148). 2015
Persistent link: https://www.econbiz.de/10010472607
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Nonstationary continuous-time processes
Bandi, Federico M.; Phillips, Peter C. B. - 2010
Persistent link: https://www.econbiz.de/10003900634
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Volatility
Bandi, Federico M.; Russell, Jeffrey R. - In: Financial engineering, (pp. 183-222). 2008
Persistent link: https://www.econbiz.de/10003567122
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Incidental Parameters and Dynamic Panel Modeling
Moon, Hyungsik Roger; Perron, Benoit; Peter Phillips, … - In: The Oxford handbook of panel data. 2015
Persistent link: https://www.econbiz.de/10013476538