Linear Regression Limit Theory for Nonstationary Panel Data
This paper develops a regression limit theory for nonstationary panel data with large numbers of cross section (n) and time series (T) observations. The limit theory allows for ...
Publications
2 shownNonstationary panel data analysis: an overview of some recent developments
This paper overviews some recent developments in panel data asymptotics, concentrating on the nonstationary panel case and gives a new result for models with individual effects....
Frequent Co-Authors
Researcher Info
- h-index
- 2
- Publications
- 2
- Citations
- 1,801
External Links
Identifiers
- ORCID
- 0000-0002-5626-1600
Impact Metrics
h-index
2
h-index: Number of publications with at least h citations each.