Panel data, Park estimators

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mfb
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Joined: Sun Apr 14, 2013 8:16 am

Panel data, Park estimators

Postby mfb » Thu Jul 25, 2013 4:11 pm

Regarding panel data estimation, of the four GLS Weights options (CS Weights, Period Weights, CS SUR, Period SUR), only the last two (CS SUR, Period SUR) are Park estimators which are problematic for the reasons discussed by Beck & Katz (1995)?
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