Consistency and asymptotic unbiasedness of S-2 in the serially correlated error components regression model for panel data

被引：6

作者：

Song, SH ^{[1
]}

机构：

[1] DUKSOUNG WOMENS UNIV, DEPT STAT, GANGBUK KU, SEOUL 132714, SOUTH KOREA

来源：

STATISTICAL PAPERS | 1996年 / 37卷 / 03期

关键词：

D O I：

10.1007/BF02926588

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

The OLS-estimator of the disturbance variance in the linear regression model for panel data is shown to be asymptotically unbiased and weakly consistent when the disturbances follow an error component model with serially correlated time effects.

引用

页码：267 / 275

页数：9

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