Panel Data - Memorial University of Newfoundland
Panel Data - Memorial University of Newfoundland
Panel Data - Memorial University of Newfoundland
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σˆ e<br />
.1951<br />
α= ˆ 1− = 1 − = .7437<br />
Tσ ˆ +σˆ<br />
5 .1083 + .0381<br />
2 2<br />
u e<br />
Is the transformation parameter<br />
( )<br />
Principles <strong>of</strong> Econometrics, 3rd Edition<br />
Slide 15-50