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
| Year of publication: |
2008
|
|---|---|
| Authors: | Baltagi, Badi H. ; Kao, Chihwa ; Liu, Long |
| Published in: |
The econometrics journal. - Oxford : Oxford University Press, ISSN 1368-4221, ZDB-ID 1412265-0. - Vol. 11.2008, 3, p. 554-572
|
| Subject: | Schätztheorie | Estimation theory | Monte-Carlo-Simulation | Monte Carlo simulation | Regressionsanalyse | Regression analysis | Panel | Panel study |
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