Pooling as a Specification Error: A Comment

DOI10.2307/1911688zbMath0362.62094MaRDI QIDQ4136383

Moheb A. Ghali

Publication date: 1977

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1911688

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62J05: Linear regression; mixed models

62F05: Asymptotic properties of parametric tests

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