Relative efficiency of first difference estimator in panel data regression with serially correlated error components (Q1290861)

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Relative efficiency of first difference estimator in panel data regression with serially correlated error components
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    Relative efficiency of first difference estimator in panel data regression with serially correlated error components (English)
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    11 January 2000
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    panel data regression
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    autocorrelation
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    difference estimator
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    generalized least squares estimator
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