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
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References listed on IDEAS
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- Mahir Binici & Yin-Wong Cheung & Kon S. Lai, 2011.
"Trade Openness, Market Competition, and Inflation: Some Sectoral Evidence from OECD Countries,"
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- Yin-Wong Cheung & Xingwang Qian, 2009. "The Empirics of China's Outward Direct Investment," CESifo Working Paper Series 2621, CESifo Group Munich.
More about this item
KeywordsPanel data; OLS; Fixed-effects; First-difference; GLS.;
- C33 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Models with Panel Data; Spatio-temporal Models
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2007-05-19 (All new papers)
- NEP-ECM-2007-05-19 (Econometrics)
- NEP-ETS-2007-05-19 (Econometric Time Series)
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