Relative efficiency of first difference estimator in panel data regression with serially correlated error components
type: Item
instance of: scholarly article
title: Relative efficiency of first difference estimator in panel data regression with serially correlated error components
zbMATH Open document ID: 0928.62079
DOI: 10.1007/BF02925517
author: Seuck Heun Song
author: Dietmar Stemann
published in: Statistical Papers
publication date: 2000-01-11T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62J05
zbMATH DE Number: 1295075
zbMATH Keywords: panel data regression
zbMATH Keywords: autocorrelation
zbMATH Keywords: difference estimator
zbMATH Keywords: generalized least squares estimator
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 1295075