Generalized Estimators of Stationary Random-Coefficients Panel Data Models
This article provides generalized estimators for the random-coefficients panel data (RCPD) model where the errors are cross-sectional heteroskedastic and contemporaneously correlated as well as with the first-order autocorrelation of the time series errors. Of course, under the new assumptions of t...
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| 格式: | 文件 |
| 语言: | English |
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Instituto Nacional de Estatística | Statistics Portugal
2019-10-01
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| 丛编: | Revstat Statistical Journal |
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| 在线阅读: | https://revstat.ine.pt/index.php/REVSTAT/article/view/278 |