Instrumental variables estimation of a nearly nonstationary, heterogeneous error component model. (Q1867729)
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scientific article; zbMATH DE number 1891713
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Instrumental variables estimation of a nearly nonstationary, heterogeneous error component model. |
scientific article; zbMATH DE number 1891713 |
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Instrumental variables estimation of a nearly nonstationary, heterogeneous error component model. (English)
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2 April 2003
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near unit roots
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panel data
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instrumental variables
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generalized least squares
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