Individual Effects on First Order Autoregressive Panel Data Model

Authors

  • Joseph Uchenna Okeke
  • Joy Chioma Nwabueze
  • Evelyn Nkiruka Okeke

Keywords:

Individual effects, Autoregressive, Panel data, Instrumental variable, estimators, Specifications.

Abstract

A Monte-Carlo study is carried out on some data sets generated to investigate the stable first order autoregressive panel data model at

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W.H. Greene. Econometric Analysis. 4th edition. Engle-wood cliffs: Prentice Hall. 2003. Pp 230-310.

G.S.F Bruno. (2004). Estimation, Inference and Monte Carlo Analysis in Dynamic Panel Data Models with a Small Number of Individuals

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Tinbergen Institute Discussion paper, University of Amsterdam, Netherlands. 2005.

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Published

2015-01-01

How to Cite

Okeke, J. U., Nwabueze, J. C., & Okeke, E. N. (2015). Individual Effects on First Order Autoregressive Panel Data Model. International Journal of Sciences: Basic and Applied Research (IJSBAR), 19(1), 279–284. Retrieved from https://gssrr.org/index.php/JournalOfBasicAndApplied/article/view/1773

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Articles