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Please use this identifier to cite or link to this item: https://doi.org/10.1017/S0266466608080468
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dc.titleSemiparametric estimation of nonstationary censored panel data models with time varying factor loads
dc.contributor.authorChen, S.
dc.contributor.authorKhan, S.
dc.date.accessioned2011-02-24T06:55:31Z
dc.date.available2011-02-24T06:55:31Z
dc.date.issued2008
dc.identifier.citationChen, S., Khan, S. (2008). Semiparametric estimation of nonstationary censored panel data models with time varying factor loads. Econometric Theory 24 (5) : 1149-1173. ScholarBank@NUS Repository. https://doi.org/10.1017/S0266466608080468
dc.identifier.issn02664666
dc.identifier.issn14694360
dc.identifier.urihttp://scholarbank.nus.edu.sg/handle/10635/20007
dc.description.urihttp://libproxy1.nus.edu.sg/login?url=http://dx.doi.org/10.1017/S0266466608080468
dc.sourceScopus
dc.typeArticle
dc.contributor.departmentECONOMICS
dc.description.doi10.1017/S0266466608080468
dc.description.sourcetitleEconometric Theory
dc.description.volume24
dc.description.issue5
dc.description.page1149-1173
dc.identifier.isiut000259119600001
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