Relative efficiency of first difference estimator in panel data regression with serially correlated error components
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Publication:1290861
DOI10.1007/BF02925517zbMath0928.62079MaRDI QIDQ1290861
Seuck Heun Song, Dietmar Stemann
Publication date: 11 January 2000
Published in: Statistical Papers (Search for Journal in Brave)
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05)
Cites Work
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