On the Estimation of a Linear Time Trend Regression with a One-Way Error Component Model in the Presence of Serially Correlated Errors
Year of publication: |
2011
|
---|---|
Authors: | Kao, Chihwa |
Other Persons: | Emerson, Jamie (contributor) |
Publisher: |
[2011]: [S.l.] : SSRN |
Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory |
Extent: | 1 Online-Ressource (44 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 1, 1999 erstellt |
Other identifiers: | 10.2139/ssrn.1807929 [DOI] |
Classification: | C22 - Time-Series Models ; C23 - Models with Panel Data |
Source: | ECONIS - Online Catalogue of the ZBW |
-
On the practice of Bayesian inference in basic economic time series models using Gibbs sampling
Pooter, Michiel de, (2006)
-
Markov-switching three-pass regression filter
Guérin, Pierre, (2017)
-
Bayesian unit root test for panel data
Kuma, Jitendra, (2016)
- More ...
-
Bootstrapping and hypothesis testing in non-stationary panel data
Emerson, Jamie, (2005)
-
Testing for structural change in panel data: GDP growth, consumption growth, and productivity growth
Emerson, Jamie, (2006)
-
Kao, Chihwa, (1998)
- More ...