Correcting for omitted-variable and measurement-error bias in autoregressive model estimation with panel data
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Publication:1417068
DOI10.1023/A:1026189916020zbMath1040.62079MaRDI QIDQ1417068
I-Lok Chang, P. A. V. B. Swamy, George S. Tavlas, Jatinder S. Mehta
Publication date: 18 December 2003
Published in: Computational Economics (Search for Journal in Brave)
panel data; autoregressive models; concomitants; employment data; measurement-error biases; omitted-variable biases
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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