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Showing 1 to 1 of 1 for “"Feasible GLS estimator"”.
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Essays on Testing Hypotheses When Non-stationarity Exists in Panel Data Models
… of the t-statistic; using different panel data estimators and propose using the t-statistic based on Feasible GLS estimator. In the second essay, I develop the bootstrap F-statistic for cross-sectional independence in a panel data model with factor structure.</p> <p>The first essay considers the …