Pooter, M.D. de; Segers, R.; Dijk, H.K. van - Erasmus University Rotterdam, Econometric Institute - 2006
correlation, the Koyck distributed lag model, the Unit Root model and as Hierarchical Linear Mixed Models, the State-Space model … correlation,
the Koyck distributed lag model, the Unit Root model and as Hierarchical Linear
Mixed Models, the State-Space model …, serial correlation, non-stationarity, reduced rank
models, state-space models, random effects panel data models.
JEL …