Estimation of a rank-reduced functional-coefficient panel data model with serial correlation

Chen, Jia orcid.org/0000-0002-2791-2486, Li, Degui orcid.org/0000-0001-6802-308X and Xia, Yingcun (2019) Estimation of a rank-reduced functional-coefficient panel data model with serial correlation. Journal of Multivariate Analysis. pp. 456-479.

Abstract

Metadata

Authors/Creators:
Copyright, Publisher and Additional Information: © 2019 Elsevier Inc. This is an author-produced version of the published paper. Uploaded in accordance with the publisher’s self-archiving policy.
Dates:
  • Accepted: 18 April 2019
  • Published (online): September 2019
  • Published: September 2019
Institution: The University of York
Academic Units: The University of York > Faculty of Sciences (York) > Mathematics (York)
The University of York > Faculty of Social Sciences (York) > Economics and Related Studies (York)
Depositing User: Pure (York)
Date Deposited: 23 Apr 2019 14:50
Last Modified: 17 May 2020 23:29
Published Version: https://doi.org/10.1016/j.jmva.2019.04.005
Status: Published
Refereed: Yes
Identification Number: https://doi.org/10.1016/j.jmva.2019.04.005

Download

Filename: JMVA_2017_514_EiC.pdf

Description: JMVA-2017-514_EiC

Licence: CC-BY-NC-ND 2.5

Share / Export

Statistics