ON THE EFFICIENCY OF THE COCHRANE–ORCUTT ESTIMATOR IN THE SERIALLY CORRELATED ERROR COMPONENTS REGRESSION MODEL FOR PANEL DATA

DOI10.1081/STA-100002025zbMath1009.62555OpenAlexW2079960346MaRDI QIDQ4540580

Götz Trenkler, Seuck Heun Song

Publication date: 28 July 2002

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1081/sta-100002025

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Point estimation (62F10)

Related Items (1)

Efficiency of the OLS estimator in the vicinity of a spatial unit root

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