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Transforming the error-components model for estimation with general ARMA disturbances

✍ Scribed by John W. Galbraith; Victoria Zinde-Walsh

Book ID
107950046
Publisher
Elsevier Science
Year
1995
Tongue
English
Weight
401 KB
Volume
66
Category
Article
ISSN
0304-4076

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## ABSTRACT In this paper we extend the works of Baillie and Baltagi (1999, in __Analysis of Panels and Limited Dependent Variables Models__, Hsiao C __et al.__ (eds). Cambridge University Press: Cambridge, UK; 255–267) and generalize certain results from the Baltagi and Li (1992, __Journal of Fore