Serial Correlation and the Fixed Effects Model
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Publication:3962394
DOI10.2307/2297285zbMath0497.62097OpenAlexW2021695593WikidataQ57253958 ScholiaQ57253958MaRDI QIDQ3962394
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Publication date: 1982
Published in: The Review of Economic Studies (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/2297285
panel dataMonte-Carlo methodsfixed effects modelGLS estimatorOLS residualsDurbin-Watson type statisticssurvey of income dynamicstests for random walk residualstests of serial correlation
Applications of statistics to economics (62P20) Linear regression; mixed models (62J05) Statistical methods; economic indices and measures (91B82)
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