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Monte Carlo evidence on panel data regressions with AR(1) disturbances and an arbitrary variance on the initial observations

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  • Baltagi, Badi H.
  • Chang, Young-Jae
  • Li, Qi

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File URL: http://www.sciencedirect.com/science/article/B6VC0-457V1JY-X/2/a9a87cb6b0dcf537743bf6399eee2d15
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Bibliographic Info

Article provided by Elsevier in its journal Journal of Econometrics.

Volume (Year): 52 (1992)
Issue (Month): 3 (June)
Pages: 371-380

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Handle: RePEc:eee:econom:v:52:y:1992:i:3:p:371-380

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Web page: http://www.elsevier.com/locate/jeconom

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Cited by:
  1. Ahn, Seung C. & Lee, Young H. & Schmidt, Peter, 2013. "Panel data models with multiple time-varying individual effects," Journal of Econometrics, Elsevier, vol. 174(1), pages 1-14.
  2. Dragan Miljkovic & Gary Brester & John Marsh, 2003. "Exchange rate pass-through, price discrimination, and US meat export prices," Applied Economics, Taylor & Francis Journals, vol. 35(6), pages 641-650.
  3. Chihwa Kao & Jamie Emerson, 1999. "On the Estimation of a Linear Time Trend Regression with a One-Way Error Component Model in the Presence of Serially Correlated Errors," Center for Policy Research Working Papers 1, Center for Policy Research, Maxwell School, Syracuse University.
  4. Phillips, Robert F., 2004. "Estimation of a generalized random-effects model: some ECME algorithms and Monte Carlo evidence," Journal of Economic Dynamics and Control, Elsevier, vol. 28(9), pages 1801-1824, July.

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