Adaptive Estimation in the Panel Data Error Component Model with Heteroskedasticity of Unknown Form (Q4320065): Difference between revisions
From MaRDI portal
Removed claim: author (P16): Item:Q230549 |
Changed an Item |
||
| Property / author | |||
| Property / author: Thanasis Stengos / rank | |||
Normal rank | |||
Revision as of 10:39, 11 February 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
