Feasible generalized least squares for panel data with cross-sectional and serial correlations
Jushan Bai, Sung Hoon Choi, Yuan Liao
| Year of publication: |
2021
|
|---|---|
| Authors: | Bai, Jushan ; Choi, Sung Hoon ; Liao, Yuan |
| Subject: | Panel data | Efficiency | Thresholding | Banding | Cross-sectional correlation | Serial correlation | Heteroskedasticity | Panel | Panel study | Schätztheorie | Estimation theory | Korrelation | Correlation | Autokorrelation | Autocorrelation |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00181-020-01977-2 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012488925