References
- Statistical Papers v.34 Useful matrix transformation for panel data analysis: a survey Baltagi, B.H.
- Journal of Economics v.48 A transformation that will circumvent the problem of autocorrelation in an error component model Baltagi, B.H.;Li, Q.
- Regression Diagnostics: Identifying Influential Data and Source of Collinearity Belsley, D.A.;Kuh, E.;Welsch, R.E.
- Journal of the Royal Statistical Society, B v.35 A new test for autocorrelated errors in the linear regression model Berenblut, I.I.;Webb, G.I.
- Biometika v.76 Missing observations and the use of the Durbin-Watson statistic Bhargawa, A.
- Introductory Economics Dhrymes, P.J.
- Journal of Econometrics v.16 Omission of an observation from a regression analysis Doran, H.E.
- Analysis of Panel Data Hsiao, C.
- Econometrika v.36 A Transformation used to circumvent the problem of autocorrelation Kadiyala, K.R.
- Econometrika v.50 Note on estimating linear trend when residuals are autocorrelated Kraemer, W.
- Journal of American Statistical Association v.62 Finite sample efficiency of ordinary least squares in the linear regression model with autocorrelated errors Kraemer, W.
- Econometrika v.46 Dynamic aspects of earning mobility Lillard, L.A.;Willis, R.J.
- Econometrika v.47 Components of variation in panel earnings data: american scientists 1960-1970 Lillard, L.A.;Weiss, Y.
- Review of Economics and Statistics v.58 Autoregressive transformation, trended independent variables and autocorrelated disturbance term Maeshiro, A.
- International Economics Review v.20 On the retention of first observation in serial correlation adjustment of regression models Maeshiro, A.
- Applied Statistics v.27 The effect of the first observation in regression models with first-order autoresressive disturbance Poirier, D.J.
- Applied Statistics v.37 Leverage and influence in autocorrelated regressionmodels Puterman, M.L.