Semiparametric Efficient Estimation of AR(1) Panel Data Models

B.U. Park, Robin Sickles and Leopold Simar

Working Papers from Catholique de Louvain - Institut de statistique

Abstract: This study focuses on the semiparametric efficient estimation of random effect panel models containing AR(1) disturbances. We also consider such estimators when the effects and regressors are correlated.

Keywords: EFFICIENCY; EVALUATION; ECONOMETRIC MODELS (search for similar items in EconPapers)
JEL-codes: C14 C33 (search for similar items in EconPapers)
Pages: 33 pages
Date: 2000
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Related works:
Journal Article: Semiparametric-efficient estimation of AR(1) panel data models (2003)
Working Paper: Semiparametric Efficient Estimation of AR(1) Panel Data Models (2000)
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Persistent link: https://EconPapers.repec.org/RePEc:fth:louvis:0020

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