Maximum-likelihood based inference in the two-way random effects model with serially correlated time effects
Year of publication: |
2004
|
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Authors: | Karlsson, Sune ; Skoglund, Jimmy |
Published in: |
Empirical Economics. - Department of Economics and Finance Research and Teaching. - Vol. 29.2004, 1, p. 79-88
|
Publisher: |
Department of Economics and Finance Research and Teaching |
Subject: | Panel data | autocorrelation | time specific effect | variance components |
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