Carlos Velasco and E. Y. Ergemen,
“Estimation of Fractionally Integrated Panels with Fixed Effects and Cross-Section Dependence”
Journal of Econometrics, 196, 248-258, 2017.
Carlos Velasco and E. Y. Ergemen,
“Estimation of Fractionally Integrated Panels with Fixed Effects and Cross-Section Dependence”
Journal of Econometrics, 196, 248-258, 2017.