Adaptive Estimation in the Panel Data Error Component Model with Heteroskedasticity of Unknown Form (Q4320065): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.2307/2527006 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W1984357497 / rank | |||
Normal rank |
Latest revision as of 21:42, 19 March 2024
scientific article; zbMATH DE number 711718
Language | Label | Description | Also known as |
---|---|---|---|
English | Adaptive Estimation in the Panel Data Error Component Model with Heteroskedasticity of Unknown Form |
scientific article; zbMATH DE number 711718 |
Statements
Adaptive Estimation in the Panel Data Error Component Model with Heteroskedasticity of Unknown Form (English)
0 references
1 March 1995
0 references
semiparametric time series
0 references
white noise
0 references
adaptive estimation
0 references
heteroskedasticity
0 references
time series
0 references
cross section
0 references
panel data error components model
0 references
recursive transformations
0 references
random effects model
0 references
modified Breusch-Pagan test
0 references