Monte Carlo evidence on panel data regressions with AR(1) disturbances and an arbitrary variance on the initial observations

Badi Baltagi, Young-Jae Chang and Qi Li

Journal of Econometrics, 1992, vol. 52, issue 3, 371-380

Date: 1992
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Persistent link: https://EconPapers.repec.org/RePEc:eee:econom:v:52:y:1992:i:3:p:371-380

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