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Common Correlated Effects Estimation of Heterogeneous : Dynamic Panel Quantile Regression Models
Harding, Matthew C., (2018)
Common Correlated Effects Estimation of Heterogeneous Dynamic Panel Quantile Regression Models
Tests of no cross-sectional error dependence in panel quantile regressions
Demetrescu, Matei, (2023)
Consistency and asymptotic unbiasedness of S2 in the serially correlated error components regression model for panel data
Song, Seuck-heun, (1996)
Relative efficiency of first difference estimator in panel data regression with serially correlated error components
Song, Seuck-heun, (1999)
The efficiency of the sample mean in a linear regression model when errors follow a first-order moving average process
Jeske, Roland, (1996)