Instrumental variables estimation of a nearly nonstationary, heterogeneous error component model. (Q1867729)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Instrumental variables estimation of a nearly nonstationary, heterogeneous error component model. |
scientific article |
Statements
Instrumental variables estimation of a nearly nonstationary, heterogeneous error component model. (English)
0 references
2 April 2003
0 references
near unit roots
0 references
panel data
0 references
instrumental variables
0 references
generalized least squares
0 references
0 references
