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Volumn 3, Issue 1, 2006, Pages

A Note on bias in first-differenced AR(1) models

Author keywords

[No Author keywords available]

Indexed keywords


EID: 36549045507     PISSN: None     EISSN: 15452921     Source Type: Journal    
DOI: None     Document Type: Article
Times cited : (2)

References (17)
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  • 3
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    • Consistent OLS Estimation of AR(1) Dynamic Panel Data Models with Short Time Series
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  • 4
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    • Hayakawa, K. (2006b) "A Modified OLS Estimator in AR(1) Dynamic Panel Data Models with Cross Section Dependence and Heteroskedasticity," mimeo.
    • (2006) mimeo
    • Hayakawa, K.1
  • 5
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    • Least Squares Bias in Time Series
    • T. Koopmans (ed.), New York: Wiley
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    • Hurvicz, L.1
  • 6
    • 0000967257 scopus 로고
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    • Kendall, M.G.1
  • 7
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    • (1954) Biometrika , vol.41 , pp. 390-402
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  • 8
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    • 3rd ed. McGraw-Hill, Singapore
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    • (1974)
    • Mood, A.M.1    Graybill, F.A.2    Boes, D.C.3
  • 9
    • 0001961055 scopus 로고
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  • 10
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    • Phillips, P.C.B.1
  • 11
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    • Bias in Dynamic Panel Estimation with Fixed Effects, Incidental Trends and Cross Section Dependence,
    • forthcoming in
    • Phillips, P.C.B. and D. Sul (2006) "Bias in Dynamic Panel Estimation with Fixed Effects, Incidental Trends and Cross Section Dependence," forthcoming in Journal of Econometrics.
    • (2006) Journal of Econometrics
    • Phillips, P.C.B.1    Sul, D.2
  • 12
    • 36549043377 scopus 로고    scopus 로고
    • Gaussian Inference in AR(1) Time Series with or without a Unit Root
    • Cowles Foundation Discussion Paper No. 1546, Yale University
    • Phillips, P.C.B. and C. Han (2006) "Gaussian Inference in AR(1) Time Series with or without a Unit Root", Cowles Foundation Discussion Paper, No.1546, Yale University.
    • (2006)
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  • 16
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  • 17
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    • Estimating a Dynamic Panel Data Model with Heterogeneous Trend
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.