Monte Carlo evidence on panel data regressions with AR(1) disturbances and an arbitrary variance on the initial observations
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- Chihwa Kao & Jamie Emerson, 1998.
"On the Estimation of a Linear Time Trend Regression with a One- Way Error Component Model in the Presence of Serially Correlated Errors,"
- 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.
- 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.
- Seung C. Ahn & Young H. Lee & Peter Schmidt, 2007. "Panel Data Models with Multiple Time-Varying Individual Effects," Working Papers 0702, University of Crete, Department of Economics.
- 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.
- 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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