@article{dhaene:hal-03391995, TITLE = {{Likelihood Inference in an Autoregression with Fixed Effects}}, AUTHOR = {Dhaene, Geert and Jochmans, Koen}, URL = {https://sciencespo.hal.science/hal-03391995}, JOURNAL = {{Econometric Theory}}, HAL_LOCAL_REFERENCE = {2441/f0uohitsgqh8dhk982014a5b7}, PUBLISHER = {{Cambridge University Press (CUP)}}, VOLUME = {32}, NUMBER = {5}, PAGES = {1178 - 1215}, YEAR = {2016}, MONTH = Oct, DOI = {10.1017/S0266466615000146}, PDF = {https://sciencespo.hal.science/hal-03391995/file/2016-jochmans-likelihood-inference-in-an-autoregression-with-fixed-effects.pdf}, HAL_ID = {hal-03391995}, HAL_VERSION = {v1}, }