Autocorrelation and masked heterogeneity in panel data models estimated by maximum likelihood
Year of publication: |
2009-02
|
---|---|
Authors: | Calzolari, Giorgio ; Magazzini, Laura |
Institutions: | Dipartimento di Scienze Economiche, Facoltà di Economia |
Subject: | Panel data | autocorrelation | random effects | maximum likelihood | expected log-likelihood |
-
Autocorrelation and masked heterogeneity in panel data models estimated by maximum likelihood
Calzolari, Giorgio, (2012)
-
The generalized spatial random effects model in R
Millo, Giovanni, (2022)
-
Prediction in a generalized spatial panel data model with serial correlation
Baltagi, Badi H., (2016)
- More ...
-
Identification of linear panel data models when instruments are not available
Magazzini, Laura, (2012)
-
Calzolari, Giorgio, (2009)
-
Improving GMM efficiency in dynamic models for panel data with mean stationarity
Calzolari, Giorgio, (2014)
- More ...