Two-way random effects model with serial correlation
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DOI: 10.1007/s00181-024-02695-9
Abstract: This paper derives a feasible GLS estimator for a two-way error component model with serial correlation on both the time effects as well as the remainder disturbances. This estimator is based on two methods, one… read more here.
Keywords: way; two way; model serial; serial correlation ... See more keywords