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
Year of publication: |
2007-05
|
---|---|
Authors: | Baltagi, Badi H. ; Kao, Chihwa ; Liu, Long |
Institutions: | Center for Policy Research, Maxwell School |
Subject: | Panel data | OLS | Fixed-effects | First-difference | GLS |
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