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 regressors and residuals

Econometrics Journal

Volumn 11, Issue 3, 2008, Pages 554-572

  Baltagi, Badi H ^a   Kao, Chihwa ^a   Liu, Long ^b  

^a SYRACUSE UNIVERSITY   (United States)

^b UNIVERSITY OF TEXAS AT SAN ANTONIO   (United States)

Author keywords

First difference; Fixed effects; GLS; OLS; Panel data

Indexed keywords

EID: 55849150112     PISSN: 13684221     EISSN: 1368423X     Source Type: Journal    
DOI: 10.1111/j.1368-423X.2008.00254.x     Document Type: Article

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