Estimation of fixed effect models for time series of cross-sections with arbitrary intertemporal covariance

1980 Journal of Econometrics 135 citations

Keywords

Series (stratigraphy)CovarianceMathematicsGeneralized least squaresLeast-squares function approximationTime seriesEconometricsStatisticsRegressionInterpretation (philosophy)Applied mathematicsComputer science

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Year
1980
Type
article
Volume
14
Issue
2
Pages
195-202
Citations
135
Access
Closed

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Nicholas M. Kiefer (1980). Estimation of fixed effect models for time series of cross-sections with arbitrary intertemporal covariance. Journal of Econometrics , 14 (2) , 195-202. https://doi.org/10.1016/0304-4076(80)90090-1

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DOI
10.1016/0304-4076(80)90090-1