Finite Sample Properties of FGLS Estimator for Random-Effects Model under Non-Normality
Panel Data Econometrics Theoretical Contributions and Empirical Applications
ISBN: 978-0-44452-172-9, eISBN: 978-1-84950-836-0
Publication date: 1 April 2006
Citation
Ullah, A. and Huang, X. (2006), "Finite Sample Properties of FGLS Estimator for Random-Effects Model under Non-Normality", Baltagi, B.H. (Ed.) Panel Data Econometrics Theoretical Contributions and Empirical Applications (Contributions to Economic Analysis, Vol. 274), Emerald Group Publishing Limited, Leeds, pp. 67-89. https://doi.org/10.1016/S0573-8555(06)74003-2
Publisher
:Emerald Group Publishing Limited
Copyright © 2006, Emerald Group Publishing Limited