Instrumental variables estimation of a nearly nonstationary, heterogeneous error component model

Journal of Econometrics

Volumn 109, Issue 1, 2002, Pages 1-32

  Choi, In ^a,b  

^a HONG KONG UNIVERSITY OF SCIENCE AND TECHNOLOGY   (Hong Kong)

^b UNIVERSITY OF SOUTHERN CALIFORNIA   (United States)

Author keywords

Generalized least squares; Instrumental variables; Near unit roots; Panel data

Indexed keywords

BUDGET CONTROL; COMMERCE; COMPUTER SIMULATION; ECONOMICS; ESTIMATION; MATHEMATICAL MODELS; THEOREM PROVING; TIME SERIES ANALYSIS; VECTORS;

INSTRUMENTAL VARIABLES (IV); NEAR UNIT ROOTS;

ERROR ANALYSIS;

EID: 0346724439     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4076(01)00140-3     Document Type: Article

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