Generalized Least Squares Inference in Panel and Multilevel Models with Serial Correlation and Fixed Effects¶

Hansen, C. B. (2006). Generalized Least Squares Inference in Panel and Multilevel Models with Serial Correlation and Fixed Effects.

Type: Unclassified
Intellectual base: Unclassified
Year: 2006
DOI: 10.1016/j.jeconom.2006.07.011
Link: https://doi.org/10.1016/j.jeconom.2006.07.011

Cited by¶

1 citation across 1 artifact.

Domain-specific¶

Generalized least squares
- … whitening factor, GLS objective and estimator, rank and exogeneity assumptions, sampling distribution, robust alternative, feasible-GLS stages and diagnostic validation are explicit. to An applied instance preserves the same invariant under a changed scale, notation, jurisdiction, dataset, or implementation..

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