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dc.contributor.author Chen, S
dc.contributor.author Khan, S
dc.date.accessioned 2010-06-28T18:50:06Z
dc.date.issued 2008-10
dc.identifier http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=000259119600001&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=47d3190e77e5a3a53558812f597b0b92
dc.identifier.citation ECONOMETRIC THEORY, 2008, 24 (5), pp. 1149 - 1173
dc.identifier.issn 0266-4666
dc.identifier.uri http://hdl.handle.net/10161/2554
dc.format.extent 1149 - 1173
dc.format.mimetype application/pdf
dc.language.iso en_US
dc.relation.ispartof ECONOMETRIC THEORY
dc.relation.isversionof 10.1017/S0266466608080468
dc.title Semiparametric estimation of nonstationary censored panel data models with time varying factor loads
dc.type Journal Article
dc.department Economics
pubs.author-url http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=000259119600001&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=47d3190e77e5a3a53558812f597b0b92
pubs.issue 5
pubs.organisational-group /Duke
pubs.organisational-group /Duke/Trinity College of Arts & Sciences
pubs.organisational-group /Duke/Trinity College of Arts & Sciences/Economics
pubs.publication-status Published
pubs.volume 24

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