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"Asymptotic distribution of quasi-maximum likelihood estimation of dynamic ..."
Cheng Hsiao, Qiankun Zhou (2016)
- Cheng Hsiao, Qiankun Zhou:
Asymptotic distribution of quasi-maximum likelihood estimation of dynamic panels using long difference transformation when both N and T are large. Stat. Methods Appl. 25(4): 675-683 (2016)
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