Asymptotic Properties of Estimators for the Linear Panel Regression Model with Individual Effects and Serially Correlated Errors: The Case of Stationary and Non-Stationary Regressors and Residuals
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More about this item
Keywords
Panel data; OLS; Fixed-effects; First-difference; GLS.;All these keywords.
JEL classification:
- C33 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Models with Panel Data; Spatio-temporal Models
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2007-05-19 (Econometrics)
- NEP-ETS-2007-05-19 (Econometric Time Series)
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