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Estimating Dynamic Random Effects Models from Panel Data Covering Short Time Periods

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Author Info
Bhargava, Alok
Sargan, J D

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Article provided by Econometric Society in its journal Econometrica.

Volume (Year): 51 (1983)
Issue (Month): 6 (November)
Pages: 1635-59
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Handle: RePEc:ecm:emetrp:v:51:y:1983:i:6:p:1635-59

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  2. Binder, M. & Hsaio, C. & Pesaran, M.H., 2000. "Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration," Cambridge Working Papers in Economics 0003, Faculty of Economics, University of Cambridge. [Downloadable!]
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