Estimation of panel model with heteroskedasticity in both idiosyncratic and individual specific errors
Year of publication: |
2021
|
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Authors: | Zhang, Ruohao ; Kumbhakar, Subal ; Lai, Hung-pin |
Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 1532-4168, ZDB-ID 2041746-9. - Vol. 40.2021, 4, p. 415-432
|
Subject: | Adaptive estimation | heteroskedasticity | Kernel estimation | panel data | Schätztheorie | Estimation theory | Panel | Panel study | Heteroskedastizität | Heteroscedasticity | Schätzung | Estimation |
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