Maximum likelihood estimation and inference methods for the covariance stationary panel AR(1)/unit root model
提出协方差平稳面板AR(1)和单位根模型的最大似然估计与推断方法,适用于面板数据中自回归参数估计和单位根检验。
Maximum likelihood estimation and inference methods for the covariance stationary panel AR(1)/unit root model