APA (7th ed.) Citation

Jiang, B., Yang, Y., Gao, J., & Hsiao, C. (2021). Recursive estimation in large panel data models: Theory and practice. Journal of econometrics, 224(2), 439-465. https://doi.org/10.1016/j.jeconom.2020.07.055

Chicago Style (17th ed.) Citation

Jiang, Bin, Yanrong Yang, Jiti Gao, and Cheng Hsiao. "Recursive Estimation in Large Panel Data Models: Theory and Practice." Journal of Econometrics 224, no. 2 (2021): 439-465. https://doi.org/10.1016/j.jeconom.2020.07.055.

MLA (9th ed.) Citation

Jiang, Bin, et al. "Recursive Estimation in Large Panel Data Models: Theory and Practice." Journal of Econometrics, vol. 224, no. 2, 2021, pp. 439-465, https://doi.org/10.1016/j.jeconom.2020.07.055.