Testing for individual effects in autoregressive models
- 30 November 1988
- journal article
- research article
- Published by Elsevier in Journal of Econometrics
- Vol. 39 (3) , 297-307
- https://doi.org/10.1016/0304-4076(88)90060-7
Abstract
No abstract availableThis publication has 5 references indexed in Scilit:
- Chapter 22 Panel dataPublished by Elsevier ,1984
- Large Sample Properties of Generalized Method of Moments EstimatorsEconometrica, 1982
- Biases in Dynamic Models with Fixed EffectsEconometrica, 1981
- Panel Data and Unobservable Individual EffectsEconometrica, 1981
- A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for HeteroskedasticityEconometrica, 1980