On the efficiency of the Cochrane-Orcutt estimator in the serially correlated error components regression model for panel data

Communications in Statistics - Theory and Methods

Volumn 30, Issue 2, 2001, Pages 195-207

  Song, Seuck Heun ^a   Trenkler, Götz ^b  

^a Korea University   (South Korea)

^b TU DORTMUND UNIVERSITY   (Germany)

Author keywords

Autocorrelation; COE; GLSE; OLSE; Panel regression

Indexed keywords

EID: 0034895604     PISSN: 03610926     EISSN: None     Source Type: Journal    
DOI: 10.1081/STA-100002025     Document Type: Article

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