Asymptotic properties of estimators for the linear panel regression model with random individual effects and serially correlated errors: the case of stationary and non-stationary regressors and residuals (Q3548524): Difference between revisions

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Property / DOI: 10.1111/j.1368-423X.2008.00254.x / rank
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Latest revision as of 11:32, 21 December 2024

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Asymptotic properties of estimators for the linear panel regression model with random individual effects and serially correlated errors: the case of stationary and non-stationary regressors and residuals
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    Asymptotic properties of estimators for the linear panel regression model with random individual effects and serially correlated errors: the case of stationary and non-stationary regressors and residuals (English)
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    15 December 2008
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    fixed-effects
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    first-difference
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    GLS
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    OLS
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    panel data
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