On the asymptotic distribution of the quadratic GMM...

Economics Letters 2020 / 12 Vol. 197

On the asymptotic distribution of the quadratic GMM estimator of a dynamic panel data model under a unit root

Gørgens, Tue, Han, Chirok, Xue, Sen
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Volume:
197
Journal:
Economics Letters
DOI:
10.1016/j.econlet.2020.109605
Date:
December, 2020
File:
PDF, 429 KB
2020
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