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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- 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.
References listed on IDEAS
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More about this item
KeywordsPanel Time Series;
- C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-1998-10-02 (All new papers)
- NEP-ECM-1998-10-02 (Econometrics)
- NEP-ETS-1998-10-02 (Econometric Time Series)
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