The Hausman-Taylor panel data model with serial correlation
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Publication:449410
DOI10.1016/j.spl.2012.03.016zbMath1352.62167MaRDI QIDQ449410
Publication date: 30 August 2012
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2012.03.016
62P20: Applications of statistics to economics
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Cites Work
- Efficient estimation of panel data models with strictly exogenous explanatory variables
- Fixed effects, random effects or Hausman-Taylor: a pretest estimator
- Panel Data and Unobservable Individual Effects
- Serial Correlation and the Fixed Effects Model
- On the Pooling of Time Series and Cross Section Data
- Useful matrix transformations for panel data analysis: a survey