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SUR estimation of error components models with AR(1) disturbances and unobserbed endogenous effects

Egger, Peter - 2001

This paper focusses on the estimation of error components models in the presence of a correlation of the disturbances across equations and AR(1) of the remainder disturbances for panel data with endogenous unobserved effects. Additionally, the set-up allows for unequally spaced panel data and...

Persistent link: https://www.econbiz.de/10011492665

The potential for trade between Austria and five CEE countries : results of a panel based econometric gravity model

Egger, Peter - In: Austrian economic quarterly 4 (1999) 1, pp. 55-63

Persistent link: https://www.econbiz.de/10001483119

SUR estimation of error components models with AR(1) disturbances and unobserbed endogenous effects

Egger, Peter - 2001

Persistent link: https://www.econbiz.de/10001642156

Estimating regional trading bloc effects with panel data

Egger, Peter - In: Review of world economics 140 (2004) 1, pp. 151-166

Persistent link: https://www.econbiz.de/10002029158

Exportpotentiale zwischen Österreich und den benachbarten MOEL : Simulationsergebnisse aus einem panelökonometrischen Gravitationsmodell

Egger, Peter - In: Monatsberichte / WIFO, Österreichisches Institut für … 71 (1998) 11, pp. 751-759

Persistent link: https://www.econbiz.de/10001254084

Estimation of higher-order spatial autoregressive panel data error component models

Badinger, Harald; Egger, Peter - 2009

This paper develops an estimator for higher-order spatial autoregressive panel data error component models with spatial autoregressive disturbances, SARAR(R,S). We derive the moment conditions and optimal weighting matrix without distributional assumptions for a generalized moments (GM)...