Monte Carlo Results on Pure and Pretest Estimators of an Error Component Model with Autocorrelated Disturbances

A Monte Carlo study is used to compare the finite sample relative efficiency of a number of pure and pre-test estimators for an error component model with first-order autocorrelated remainder disturbances.

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Year of publication:	1997
Authors:	BALTAGI, Badi H. ; LI, Qi
Published in:	Annales d'Economie et de Statistique. - École Nationale de la Statistique et de l'Admnistration Économique (ENSAE). - 1997, 48, p. 69-82
Publisher:	École Nationale de la Statistique et de l'Admnistration Économique (ENSAE)

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Extent:	application/pdf
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005065881