A Monte Carlo Evaluation of Some Common Panel Data Estimators when Serial Correlation and Cross-sectional Dependence are Both Present
Year of publication: |
2007-04-30
|
---|---|
Authors: | Reed, W. Robert ; Ye, Haichun |
Institutions: | Department of Economics and Finance, College of Business and Economics |
Subject: | Panel Data estimation | Monte Carlo analysis | FGLS | PCSE | Groupwise Heteroscedasticity | Serial Correlation | Cross-sectional Dependence | Stata | EViews |
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