Multivariate Refression Models for Paned Data
收藏NBER1980-12-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/t0008
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资源简介：
Under stationarity, the heterogeneous stoahastic processes are the non-ergodic ones. We show that if a distributed lag is of finite order, then its coefficients are unconditional means of the underlying random coefficients. This result is applied to linear transformations of the process. The
提供机构：
美国国家经济研究局
创建时间：
1980-12-01
