Semiparametric-efficient estimation of AR(1) panel data models

Journal of Econometrics

Volumn 117, Issue 2, 2003, Pages 279-309

  Park, Byeong U ^a   Sickles, Robin C ^b   Simar, Léopold ^c  

^a Seoul National University   (South Korea)

^b RICE UNIVERSITY   (United States)

^c UNIVERSITÉ CATHOLIQUE DE LOUVAIN   (Belgium)

Author keywords

Autoregressive process; Banking efficiency; Panel data; Semiparametric efficiency

Indexed keywords

COMPUTER SIMULATION; CORRELATION METHODS; ECONOMIC AND SOCIAL EFFECTS; ERROR ANALYSIS; MARKETING; MATHEMATICAL MODELS; PARAMETER ESTIMATION; PRODUCTIVITY; REGRESSION ANALYSIS;

AUTOREGRESSIVE PROCESS; BANKING EFFICIENCY;

DATA STRUCTURES;

EID: 0346724426     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4076(03)00149-0     Document Type: Article

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