Consistency and asymptotic unbiasedness of \(S^ 2\) in the serially correlated error components regression model for panel data (Q1815629): Difference between revisions

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Latest revision as of 14:43, 24 May 2024

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Consistency and asymptotic unbiasedness of \(S^ 2\) in the serially correlated error components regression model for panel data
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    Consistency and asymptotic unbiasedness of \(S^ 2\) in the serially correlated error components regression model for panel data (English)
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    18 November 1996
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    weak consistency
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    ordinary least squares
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    asymptotic unbiasedness
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    OLS-estimator
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    disturbance variance
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    panel data
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    error component model
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    serially correlated time effects
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