Open AccessASYMPTOTIC DISTRIBUTION OF THE ESTIMATOR FOR CONDITIONAL AR(1) PANEL DATA MODEL WITH HETEROSKEDASTICITY
Author(s) -
Mohamed Issa,
Mahmoud Mohamed Abdelwahab Mahmoud
Publication year - 2021
Publication title -
far east journal of mathematical sciences (fjms)
Language(s) - English
Resource type - Journals
ISSN - 0972-0871
DOI - 10.17654/ms128020089
Subject(s) - heteroscedasticity , estimator , econometrics , panel data , mathematics , conditional probability distribution , asymptotic distribution , statistics , computer science