Similar Search Results

The estimation and testing of a linear regression with near unit root in the spatial autoregressive error term

Baltagi, Badi H.; Kao, Chihwa; Liu, Long - In: Spatial economic analysis : the journal of the Regional … 8 (2013) 3, pp. 241-270

Persistent link: https://www.econbiz.de/10010202741

Asymptotic properties of estimators for the linear panel regression model with random individual effects and serially correlated errors : the case of stationary and non-stationary...

Baltagi, Badi H.; Kao, Chihwa; Liu, Long - In: The econometrics journal 11 (2008) 3, pp. 554-572

Persistent link: https://www.econbiz.de/10003802390

Asymptotic Properties of Estimators for the Linear Panel Regression Model with Individual Effects and Serially Correlated Errors : The Case of Stationary and Non-Stationary Regress...

Baltagi, Badi H.; Kao, Chihwa; Liu, Long - 2011

This paper studies the asymptotic properties of standard panel data estimators in a simple panel regression model with error component disturbances. Both the regressor and the remainder disturbance term are assumed to be autoregressive and possibly non-stationary. Asymptotic distributions are...

Persistent link: https://www.econbiz.de/10014183167

Estimating multiple-input - multiple-output production functions with an analysis of credit unions

Liu, Long; Ondrich, Jan I.; Ruggiero, John - In: Applied economics 44 (2012) 10/12, pp. 1583-1589

Persistent link: https://www.econbiz.de/10009525242

A partially linear kernel estimator for categorical data

Gao, Qi; Liu, Long; Racine, Jeffrey - In: Econometric reviews 34 (2015) 6/10, pp. 959-978

Persistent link: https://www.econbiz.de/10011483412

High dimensional econometrics and identification

Kao, Chihwa; Liu, Long - 2019

Panel data model with stationary and nonstationary regressors and error terms -- Panel time trend model with stationary and nonstationary error terms -- Estimation of change points in stationary and nonstationary regressors and error term -- Weak instruments in panel data models -- Incidental...