Semiparametric Efficient Estimation of AR(1) Panel Data Models.

This study focuses on the semiparametric efficient estimation of random effect panel models containing AR(1) disturbances. We also consider such estimators when the effects and regressors are correlated.

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Year of publication:	2000
Authors:	Park, B.U. ; Sickles, R.C. ; Simar, L.
Institutions:	Catholique de Louvain - Institut de statistique
Subject:	EFFICIENCY \| EVALUATION \| ECONOMETRIC MODELS

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Series:	Catholique de Louvain - Institut de statistique.
Type of publication:	Book / Working Paper
Notes:	33 pages
Classification:	C14 - Semiparametric and Nonparametric Methods ; C33 - Models with Panel Data
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005776111