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Sample covariances of random-coefficient AR(1) panel model

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  • Remigijus Leipus, Vilnius University
  • ,
  • Anne Philippe, Universite de Nantes
  • ,
  • Vytaute Pilipauskaite
  • Donatas Surgailis, Vilnius University
Original languageEnglish
JournalElectronic Journal of Statistics
Volume13
Issue2
Pages (from-to)4527-4572
ISSN1935-7524
DOIs
Publication statusPublished - Nov 2019

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