| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1152119 | Statistics & Probability Letters | 2012 | 6 Pages |
Abstract
This paper modifies the Hausman and Taylor (1981) panel data estimator to allow for serial correlation in the remainder disturbances. It demonstrates the gains in efficiency of this estimator versus the standard panel data estimators that ignore serial correlation using Monte Carlo experiments.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Badi H. Baltagi, Long Liu,