Modelling panels of intercorrelated autoregressive time series

Biometrika

Volumn 86, Issue 3, 1999, Pages 573-590

  Hjellvik, Vidar ^a   Tjostheim, Dag ^b  

^a INSTITUTE OF MARINE RESEARCH   (Norway)

^b UNIVERSITY OF BERGEN   (Norway)

Author keywords

Autoregressive; Burg type estimator; Intercorrelated; Panel data; Time series

Indexed keywords

EID: 0006707350     PISSN: 00063444     EISSN: None     Source Type: Journal    
DOI: 10.1093/biomet/86.3.573     Document Type: Article

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