Unequally spaced panel data regressions with AR(1) disturbances

Badi H. Baltagi, Ping X. Wu

Research output: Contribution to journalArticlepeer-review

475 Scopus citations


This paper deals with the estimation of unequally spaced panel data regression models with AR(1) remainder disturbances. A feasible generalized least squares (GLS) procedure is proposed as a weighted least squares that can handle a wide range of unequally spaced panel data patterns. This procedure is simple to compute and provides natural estimates of the serial correlation and variance components parameters. The paper also provides a locally best invariant test for zero first-order serial correlation against positive or negative serial correlation in case of unequally spaced panel data.

Original languageEnglish (US)
Pages (from-to)814-823
Number of pages10
JournalEconometric Theory
Issue number6
StatePublished - 1999
Externally publishedYes

ASJC Scopus subject areas

  • Social Sciences (miscellaneous)
  • Economics and Econometrics


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