Monte Carlo Results on Pure and Pretest Estimators of an Error Component Model with Autocorrelated Disturbances

Badi Baltagi and Qi Li

Annals of Economics and Statistics, 1997, issue 48, 69-82

Abstract: A Monte Carlo study is used to compare the finite sample relative efficiency of a number of pure and pre-test estimators for an error component model with first-order autocorrelated remainder disturbances.

Date: 1997
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Persistent link: https://EconPapers.repec.org/RePEc:adr:anecst:y:1997:i:48:p:69-82

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