Autocorrelation and masked heterogeneity in panel data models estimated by maximum likelihood

Empirical Economics

Volumn 43, Issue 1, 2012, Pages 145-152

  Calzolari, Giorgio ^a   Magazzini, Laura ^b  

^a UNIVERSITY OF FLORENCE   (Italy)

^b UNIVERSITY OF VERONA   (Italy)

Author keywords

Autocorrelation; Expected log likelihood; Maximum likelihood; Panel data; Random effects

Indexed keywords

AUTOCORRELATION; MAXIMUM LIKELIHOOD ANALYSIS; NUMERICAL MODEL; PANEL DATA;

EID: 84864346981     PISSN: 03777332     EISSN: None     Source Type: Journal    
DOI: 10.1007/s00181-011-0487-7     Document Type: Article

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