Consistency and asymptotic unbiasedness of S2 in the serially correlated error components regression model for panel data
Author:
Publisher
Springer Science and Business Media LLC
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://link.springer.com/content/pdf/10.1007/BF02926588.pdf
Reference16 articles.
1. Baltagi BH (1993) Useful matrix transformations for panel data analysis: a survey. Statistical Papers 34: 281–301.
2. Baltagi BH, Krämer W (1994) Consistency, asymptotic unbiasedness and bounds on the bias ofs 2 in the linear regression model with error component disturbances. Statistical Papers 35: 323–328.
3. Dufour JM (1986) Bias ofs 2 in linear regression with dependent errors. The American Statistician 40: 284–285.
4. Dufour JM (1988) Estimators of the disturbance variance in econometric models. Journal of Econometrics 37: 277–292.
5. Horn RA, Johnson CR (1985) Matrix algebra, Cambridge University Press, Cambridge.
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