A note on the Anderson-Hsiao estimator for panel data
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Publication:1676637
DOI10.1016/0165-1765(89)90025-6zbMath1376.62094OpenAlexW1964900241MaRDI QIDQ1676637
Publication date: 9 November 2017
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0165-1765(89)90025-6
Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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