面板随机系数AR(1)数据中自回归系数分布的非参数估计
Nonparametric estimation of the distribution of the autoregressive coefficient from panel random-coefficient AR(1) data
Journal of Multivariate Analysis · 2016
被引 4
ABS 3
- Remigijus Leipus
- Anne Philippe
- Vytautė Pilipauskaitė 通讯
- Донатас Сургайлис
计量经济学非参数统计面板数据时间序列分析