Estimation of Heterogeneous Autoregressive Parameters with Short Panel Data

Estimation of Heterogeneous Autoregressive Parameters with Short Panel Data


Type: paper

Mavroeidis, S., Sasaki, Y. and Welch, I. (2015). `Estimation of heterogeneous autoregressive parameters with short panel data’. Journal of Econometrics, 188 (1), 219-235


View Document