Estimation of fractionally integrated panels with fixed effects and cross-section dependence

By Yunus Emre Ergemen, Carlos Velasco. 2015

51 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/d0f2175a2383f837711c602f6f1b175782adfaf5