Pages that link to "Item:Q3548524"
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The following pages link to 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):
Displaying 13 items.
- Test of hypotheses in panel data models when the regressor and disturbances are possibly non-stationary (Q413960) (← links)
- Estimation of fixed effects panel regression models with separable and nonseparable space-time filters (Q473362) (← links)
- Relative efficiency of first difference estimator in panel data regression with serially correlated error components (Q1290861) (← links)
- Asymptotically unbiased estimation of autocovariances and autocorrelations with panel data in the presence of individual and time effects (Q1695655) (← links)
- Consistency and asymptotic unbiasedness of \(S^ 2\) in the serially correlated error components regression model for panel data (Q1815629) (← links)
- On the asymptotic \(t\)-test for large nonstationary panel models (Q1927111) (← links)
- Inferential theory for heterogeneity and cointegration in large panels (Q2224989) (← links)
- Estimation of semi-parametric varying-coefficient spatial panel data models with random-effects (Q2343835) (← links)
- Asymptotic theory in fixed effects panel data seemingly unrelated partially linear regression models (Q2878814) (← links)
- Estimation of partially specified spatial panel data models with random-effects and spatially correlated error components (Q2979581) (← links)
- Asymptotic properties of the GLS method in random coefficient panel data models (Q3984848) (← links)
- Estimation of partially specified spatial panel data models with fixed-effects (Q5864450) (← links)
- Estimation and identification of change points in panel models with nonstationary or stationary regressors and error term (Q5864456) (← links)
