Maximum likelihood estimation and inference methods for the covariance stationary panel AR(1)/unit root model

Journal of Econometrics

Volumn 144, Issue 2, 2008, Pages 447-464

  Kruiniger, Hugo ^a  

^a QUEEN MARY UNIVERSITY OF LONDON   (United Kingdom)

Author keywords

Dynamic panel data models; Efficiency bounds; Maximum likelihood; Multi index asymptotics; Unit root test

Indexed keywords

ARGON; BLIND SOURCE SEPARATION; BLOCK CODES; DATA REDUCTION; DYNAMIC MODELS; ESTIMATION; MATHEMATICAL MODELS; MAXIMUM LIKELIHOOD; MICROFLUIDICS; MODAL ANALYSIS; PAPER; PHOTOACOUSTIC EFFECT; STATISTICAL METHODS; TIME SERIES ANALYSIS;

ASYMPTOTIC PROPERTIES; FIXED EFFECTS; INFERENCE METHODS; LIKELIHOOD ESTIMATION; LONGITUDINAL DATA ANALYSIS; MAXIMUM LIKELIHOOD (MLET); PANEL DATA MODELS; TIME SERIES; UNIT ROOTS;

MAXIMUM LIKELIHOOD ESTIMATION;

EID: 45849130512     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2008.03.001     Document Type: Article

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