The true limit distributions of the Anderson–Hsiao...

Economics Letters 2015 / 02 Vol. 127

The true limit distributions of the Anderson–Hsiao IV estimators in panel autoregression

Phillips, Peter C.B., Han, Chirok
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Volume:
127
Language:
english
Journal:
Economics Letters
DOI:
10.1016/j.econlet.2014.11.030
Date:
February, 2015
File:
PDF, 379 KB
english, 2015
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