PropertyValue
nif:beginIndex
  • 0 (xsd:integer)
nif:broaderContext
nif:endIndex
  • 212 (xsd:integer)
nif:isString
  • The first-differenced version of (4) can be written as: Δyit=∑k=1Kαi(k)Δxi,t−k+Δεit,i=1,…,N;t=3,…,T(5) Δεit=ρΔεi,t−1+Δωit,|ρ|<1 in which the panel-level effects are eliminated by the first differencing operation.
rdf:type