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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Revision as of 04:45, 5 March 2024
scientific article
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English | 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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