Communications for Statistical Applications and Methods

The Korean Statistical Society (한국통계학회)
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A Note on Disturbance Variance Estimator in Panel Data with Equicorrelated Error Components

  • Seuck Heun Song (Dept. of Statistics, Duksung Women's University, Seoul, 132-174, KOREA)
  • Published : 1995.12.01
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Abstract

The ordinary least square estimator of the disturbance variance in the pooled cross-sectional and time series regression model is shown to be asymptotically unbiased without any restrictions on the regressor matrix when the disturbances follow an equicorrelated error component models.

Keywords

References

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