Correcting for omitted-variable and measurement-error bias in autoregressive model estimation with panel data

DOI10.1023/A:1026189916020zbMath1040.62079MaRDI QIDQ1417068

I-Lok Chang, Jatinder S. Mehta, P. A. V. B. Swamy, George S. Tavlas

Publication date: 18 December 2003

Published in: Computational Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1026189916020

zbMATH Keywords

panel data; autoregressive models; concomitants; employment data; measurement-error biases; omitted-variable biases

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

62M20: Inference from stochastic processes and prediction

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

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