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Transformations for panel data when the disturbances are autocorrelated

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  • Wansbeek, Tom

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  • Wansbeek, Tom, 1992. "Transformations for panel data when the disturbances are autocorrelated," Structural Change and Economic Dynamics, Elsevier, vol. 3(2), pages 375-384, December.
    • Handle: RePEc:eee:streco:v:3:y:1992:i:2:p:375-384
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    Cited by:

    1. Giorgio Calzolari & Laura Magazzini, 2012. "Autocorrelation and masked heterogeneity in panel data models estimated by maximum likelihood," Empirical Economics, Springer, vol. 43(1), pages 145-152, August.
    2. Sushma Verma & Samik Shome & Aakruti Patel, 2024. "Exploring the Effects of Firm-Specific Factors on Financing Preferences of Listed SMEs in India," Business Perspectives and Research, , vol. 12(1), pages 149-163, January.
    3. 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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