On the semi-varying coefficient dynamic panel data model with autocorrelated errors-Reference-Cited by-同舟云学术

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On the semi-varying coefficient dynamic panel data model with autocorrelated errors

Published:2022-09 Issue: Volume:173 Page:107458
ISSN:0167-9473
Container-title:Computational Statistics & Data Analysis
language:en
Short-container-title:Computational Statistics & Data Analysis

Author:

Wei Honglei,Zhang Hongfan,Jiang Hui,Huang Lei

Funder

National Natural Science Foundation of China

Fundamental Research Funds for the Central Universities

Publisher

Elsevier BV

Subject

Applied Mathematics,Computational Theory and Mathematics,Computational Mathematics,Statistics and Probability

Reference39 articles.

1. The time series and cross-section asymptotics of dynamic panel data estimators;Alvarez;Econometrica,2003

2. One-step robust estimation of fixed-effects panel data models;Aquaro;Comput. Stat. Data Anal.,2013

3. Panel data models with interactive fixed effects;Bai;Econometrica,2009

4. Capital accumulation and growth: a new look at the empirical evidence;Bond;J. Appl. Econom.,2010

5. Time Series Theory and Methods;Brockwell,1991

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