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Estimating Dynamic Random Effects Models from Panel Data Covering Short Time Periods.
Bhargava, Alok
;
Sargan, J D
- In:
Econometrica
51
(
1983
)
6
,
pp. 1635-59
Persistent link: https://www.econbiz.de/10005130108
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Maximum Likelihood Estimation of Regression Models with First Order Moving Average Errors When the Root Lies on the Unit Circle.
Sargan, J D
;
Bhargava, Alok
- In:
Econometrica
51
(
1983
)
3
,
pp. 799-820
Persistent link: https://www.econbiz.de/10005699933
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