Autoregressive Transformation, Trended Independent Variables and Autocorrelated Disturbance Terms
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- Baltagi, Badi H. & Liu, Long, 2013.
"Estimation and prediction in the random effects model with AR(p) remainder disturbances,"
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"Estimating Autocorrelations in the Presence of Deterministic Trends,"
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- Badi H. Baltagi & Chihwa Kao & Long Liu, 2007. "Asymptotic Properties of Estimators for the Linear Panel Regression Model with Individual Effects and Serially Correlated Errors: The Case of Stationary and Non-Stationary Regressors and Residuals," Center for Policy Research Working Papers 93, Center for Policy Research, Maxwell School, Syracuse University.
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"On the Estimation of a Linear Time Trend Regression with a One- Way Error Component Model in the Presence of Serially Correlated Errors,"
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