A note on \(S^{2}\) in a spatially correlated error components regression model for panel data (Q1934903): Difference between revisions

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+https://doi.org/10.1016/j.econlet.2008.04.003
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+W2087459475
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@@ Property / cites work @@
+Useful matrix transformations for panel data analysis: a survey
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+Consistency, asymptotic unbiasedness and bounds on the bias of \(s^ 2\) in the linear regression model with error component disturbances
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+Q4170141
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+A Note on a Paper by T. Kloek Concerning the Consistency of Variance Estimation in the Linear Model
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+Estimators of the disturbance variance in econometric models. Small- sample bias and the existence of moments
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+Matrix Analysis
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+Note on Consistent Estimation of the Variance of the Disturbances in the Linear Model
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+Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models
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+Bounds for the Bias of the Least Squares Estimator of @s^2 in the Case of a First-Order Autoregressive Process (Positive Autocorrelation)
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+Bounds for the Bias of the LS Estimator of @s^2 in the Case of a First-Order (Positive) Autoregressive Process when the Regression Contains a Constant Term
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+Bounds on the Variance of Regression Coefficients Due to Heteroscedastic or Autoregressive Errors
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+Consistency and asymptotic unbiasedness of \(S^ 2\) in the serially correlated error components regression model for panel data
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+A note on \(S^2\) in a linear regression model based on two-stage sampling data
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