The use of time series processes to model the error structure of earnings in a longitudinal data analysis
Journal of Econometrics · 1982 · 850 citations · 16 references
Error StructureLongitudinal Data AnalysisBusinessEconometricsFinancial ForecastStatisticsFinanceFinancial Modeling
16
Formulation and estimation of dynamic models using panel data
T. W. Anderson, Chêng Hsiao · Journal of Econometrics · 1982
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Forecasting Economic Time Series
The Economic Journal · 2000
Forecasting MethodologyEngineeringMacroeconomic Forecasting+17
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Estimating the Effect of Training Programs on Earnings
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The Statistical Analysis of Time Series.
Mark Priestley, T. W. Anderson · Journal of the Royal Statistical Society Series A (General) · 1972
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