Transformations for panel data when the disturbances are autocorrelated
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Cited by:
- Giorgio Calzolari & Laura Magazzini, 2012.
"Autocorrelation and masked heterogeneity in panel data models estimated by maximum likelihood,"
Empirical Economics, Springer, vol. 43(1), pages 145-152, August.
- Giorgio Calzolari & Laura Magazzini, 2009. "Autocorrelation and masked heterogeneity in panel data models estimated by maximum likelihood," Working Papers 53/2009, University of Verona, Department of Economics.
- Sushma Verma & Samik Shome & Aakruti Patel, 2024. "Exploring the Effects of Firm-Specific Factors on Financing Preferences of Listed SMEs in India," Business Perspectives and Research, , vol. 12(1), pages 149-163, January.
- Phillips, Robert F., 2004. "Estimation of a generalized random-effects model: some ECME algorithms and Monte Carlo evidence," Journal of Economic Dynamics and Control, Elsevier, vol. 28(9), pages 1801-1824, July.
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