Keywords: Heterogeneity
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Journal Articles
Journal Articles
International Journal of Contemporary Hospitality Management (2022) 34 (11): 4142–4156.
Published: 13 June 2022
... heterogeneity and allow for arbitrary forms of autocorrelation and heteroskedasticity in the error terms. In line with Assaf and Tsionas (2019a, 2019b), this paper builds on the Mundlak device to propose panel data models to allow for random slope coefficients, as well as time slope coefficients...

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