SERIAL-CORRELATION AND THE FIXED EFFECTS MODEL

[1] Anderson TW, 1948, SKAND AKTUARIETIDSKR, V31, P88

[2] ESTIMATION OF DYNAMIC-MODELS WITH ERROR-COMPONENTS [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1981, 76 (375) : 598 - 606

[3] BERENBLUT II, 1973, J R STAT SOC B, V1, P33

[4] BHARGAVA A, 1981, ICERD8133 DISC PAP

[5] BHARGAVA A, 1980, DURBIN WATSON SARGAN

[6] BHARGAVA A, 1982, THESIS LSE

[7] USEFUL INVARIANCE RESULTS FOR GENERALIZED REGRESSION-MODELS [J]. JOURNAL OF ECONOMETRICS, 1980, 13 (03) : 327 - 340

[8] DURBIN J, 1971, BIOMETRIKA, V58, P1

[9] DURBIN J, 1950, BIOMETRIKA, V37, P409, DOI 10.1093/biomet/37.3-4.409

[10] TESTING FOR UNIT ROOTS .1. [J]. ECONOMETRICA, 1981, 49 (03) : 753 - 779

[1] Anderson TW, 1948, SKAND AKTUARIETIDSKR, V31, P88

[2] ESTIMATION OF DYNAMIC-MODELS WITH ERROR-COMPONENTS [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1981, 76 (375) : 598 - 606

[3] BERENBLUT II, 1973, J R STAT SOC B, V1, P33

[4] BHARGAVA A, 1981, ICERD8133 DISC PAP

[5] BHARGAVA A, 1980, DURBIN WATSON SARGAN

[6] BHARGAVA A, 1982, THESIS LSE

[7] USEFUL INVARIANCE RESULTS FOR GENERALIZED REGRESSION-MODELS [J]. JOURNAL OF ECONOMETRICS, 1980, 13 (03) : 327 - 340

[8] DURBIN J, 1971, BIOMETRIKA, V58, P1

[9] DURBIN J, 1950, BIOMETRIKA, V37, P409, DOI 10.1093/biomet/37.3-4.409

[10] TESTING FOR UNIT ROOTS .1. [J]. ECONOMETRICA, 1981, 49 (03) : 753 - 779