Pages that link to "Item:Q1290861"

The following pages link to Relative efficiency of first difference estimator in panel data regression with serially correlated error components (Q1290861):

Displaying 4 items.

• The Hausman-Taylor panel data model with serial correlation (Q449410) (← links)
• Asymptotic properties of estimators for the linear panel regression model with random individual effects and serially correlated errors: the case of stationary and non-stationary regressors and residuals (Q3548524) (← links)
• ON THE EFFICIENCY OF THE COCHRANE–ORCUTT ESTIMATOR IN THE SERIALLY CORRELATED ERROR COMPONENTS REGRESSION MODEL FOR PANEL DATA (Q4540580) (← links)
• Modified first-difference estimator in a panel data model with unobservable factors both in the errors and the regressors when the time dimension is small (Q4606463) (← links)