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Volumn 61, Issue SUPPL., 1999, Pages 711-747

Maximum likelihood estimation in panels with incidental trends

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EID: 0012883814     PISSN: 03059049     EISSN: None     Source Type: Journal    
DOI: 10.1111/1468-0084.0610s1711     Document Type: Article
Times cited : (21)

References (22)
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  • 6
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    • Inference in models with nearly integrated regressors
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  • 7
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    • Efficient tests of an autoregressive unit root
    • Elliott, G., Rothenberg, T. J. and Stock, J. H. (1995). 'Efficient tests of an autoregressive unit root', Econometrica, 64, 813-836.
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    • (1994) Handbook of Econometrics , vol.4 , pp. 2111-2245
    • Newey, W.1    MacFadden, D.2
  • 13
    • 0001831031 scopus 로고
    • Consistent estimates based on partially consistent observations
    • Neyman, J. and Scott, E. (1948). 'Consistent Estimates Based on Partially Consistent Observations', Econometrica, 16, 1-32.
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    • 0000604269 scopus 로고
    • Biases in dynamic models with fixed effects
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    • Efficient detrending in cointegrating regression
    • forthcoming in
    • Xiao, Z. and Phillips, P. C. B. (1999). 'Efficient Detrending in Cointegrating Regression', forthcoming in Econometric Theory.
    • (1999) Econometric Theory
    • Xiao, Z.1    Phillips, P.C.B.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.