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Semiparametric-efficient estimation of AR(1) panel data models

Byeong U. Park, Robin Sickles and Leopold Simar

Journal of Econometrics, 2003, vol. 117, issue 2, 279-309

Date: 2003
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Working Paper: Semiparametric Efficient Estimation of AR(1) Panel Data Models (2000) Downloads
Working Paper: Semiparametric Efficient Estimation of AR(1) Panel Data Models (2000)
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Journal of Econometrics is currently edited by T. Amemiya, A. R. Gallant, J. F. Geweke, C. Hsiao and P. M. Robinson

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