Correcting for Omitted-Variable and Measurement-Error Bias in Autoregressive Model Estimation with Panel Data

Computational Economics

Volumn 22, Issue 2-3, 2003, Pages 225-253

  Swamy, P A V B ^a   Chang, I Lok ^b   Mehta, Jatinder S ^c   Tavlas, George S ^d  

^a BUREAU OF LABOR STATISTICS   (United States)

^b AMERICAN UNIVERSITY   (United States)

^c Temple University   (United States)

^d Economics Research Department   (Greece)

Author keywords

autoregressive models; concomitants; measurement error biases; omitted variable biases; panel data

Indexed keywords

EID: 84867934037     PISSN: 09277099     EISSN: 15729974     Source Type: Journal    
DOI: 10.1023/A:1026189916020     Document Type: Article

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