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