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Estimating the autocorrelated error model with trended data. (1980). Mitchell, Bridger M. ; Park, Rolla Edward.
In: Journal of Econometrics.
RePEc:eee:econom:v:13:y:1980:i:2:p:185-201.

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  3. Testing Fractional Persistence and Nonlinearity in Infant Mortality Rates of Asia Countries. (2021). YAYA, OLAOLUWA ; Babatunde, Oluwagbenga T ; Adekoya, Oluwasegun B.
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  5. Modelling Long Range Dependence and Non-linearity in the Infant Mortality Rates of Africa Countries. (2018). YAYA, OLAOLUWA ; Gil-Alana, Luis.
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  10. Estimation and Prediction in the Random Effects Model with AR(p) Remainder Disturbances. (2012). Baltagi, Badi ; Liu, Long.
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    In: Journal of Applied Statistics.
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  16. Asymptotic Properties of Estimators for the Linear Panel Regression Model with Individual Effects and Serially Correlated Errors: The Case of Stationary and Non-Stationary Regressors and Residuals. (2007). Kao, Chihwa ; Baltagi, Badi ; Liu, Long.
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  18. Convergence in per-capita GDP across European regions: a reappraisal. (2006). Peracchi, Franco ; Meliciani, Valentina.
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  19. The Size and Power of the Bias-Corrected Bootstrap Test for Regression Models with Autocorrelated Errors. (2005). Kim, Jae.
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  20. Bias-Corrected Bootstrap Inference for Regression Models with Autocorrelated Errors. (2005). .
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  21. Bias-Corrected Bootstrap Inference for Regression Models with Autocorrelated Errors. (2005). Kim, Jae.
    In: Economics Bulletin.
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  22. Robust Trend Estimation for AR(1) Disturbances. (2004). Fried, Roland ; Gather, Ursula .
    In: Technical Reports.
    RePEc:zbw:sfb475:200464.

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  23. Convergence in Per-capita GDP Across European Regions: A Reappraisal. (2004). Peracchi, Franco ; Meliciani, Valentina.
    In: CEIS Research Paper.
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  24. Méthodes d’inférence exactes pour un modèle de régression avec erreurs AR(2) gaussiennes*. (2004). Neifar, Malika ; Dufour, Jean-Marie.
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  25. Estimation of a generalized random-effects model: some ECME algorithms and Monte Carlo evidence. (2004). Phillips, Robert.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:28:y:2004:i:9:p:1801-1824.

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