Pooter, M.D. de; Segers, R.; Dijk, H.K. van - Erasmus University Rotterdam, Econometric Institute - 2006
, serial correlation, non-stationarity, reduced rank
models, state-space models, random effects panel data models.
JEL … sampler performs in
State-Space models and Random Effects Panel Data models. Section 5 concludes.
2
2 …