Asymptotic properties of estimators for the linear panel regression model with random individual effects and serially correlated errors: the case of stationary and non-stationary regressors and residuals-Reference-Cited by-同舟云学术

Asymptotic properties of estimators for the linear panel regression model with random individual effects and serially correlated errors: the case of stationary and non-stationary regressors and residuals

Published:2008-11 Issue:3 Volume:11 Page:554-572
ISSN:1368-4221
Container-title:Econometrics Journal
language:en
Short-container-title:

Author:

Baltagi Badi H.,Kao Chihwa,Liu Long

Publisher

Oxford University Press (OUP)

Subject

Economics and Econometrics

Reference26 articles.

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4. Monte Carlo results on pure and pretest estimators of an error component model with autocorrelated disturbances;Baltagi;Annales d'Économie et de Statistique,1997

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