Multivariate regression models for panel data (Q1050065): Difference between revisions

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+Asymptotically efficient estimation of covariance matrices with linear structure
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+The Estimation of the Variances in a Variance-Components Model
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+Analysis of Covariance with Qualitative Data
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+On Regular Best Asymptotically Normal Estimates
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+A Method of Generating Best Asymptotically Normal Estimates with Application to the Estimation of Bacterial Densities
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+Large Sample Properties of Generalized Method of Moments Estimators
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+Some Estimation Methods for a Random Coefficient Model
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+Asymptotic Properties of Non-Linear Least Squares Estimators
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+On the Pooling of Time Series and Cross Section Data
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+Aggregation over Time in Distributed Lag Models
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+Efficient Inference in a Random Coefficient Regression Model
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+The Use of Error Components Models in Combining Cross Section with Time Series Data
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+Using Least Squares to Approximate Unknown Regression Functions
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+Nonlinear Regression on Cross-Section Data
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+A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
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+Instrumental Variables Regression with Independent Observations
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+Three-Stage Least Squares: Simultaneous Estimation of Simultaneous Equations
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+Publication:1050065