Pages that link to "Item:Q1215996"

The following pages link to Estimation of linear models with crossed-error structure (Q1215996):

Displaying 22 items.

• Pooling cross sections with unequal time-series lengths (Q375100) (← links)
• Panel data models with multiple time-varying individual effects (Q386936) (← links)
• The spectral decomposition of a covariance matrix for the balanced mixed analysis of variance model (Q417462) (← links)
• Specification tests in mixed effects models (Q538100) (← links)
• The spectral decomposition of covariance matrices for the variance components models (Q853949) (← links)
• Testing for random effects in panel data under cross sectional error correlation -- a bootstrap approach to the Breusch Pagan test (Q959435) (← links)
• Partially linear models and polynomial spline approximations for the analysis of unbalanced panel data (Q1007448) (← links)
• Pooling. An experimental study of alternative testing and estimation procedures in a two-way error component model (Q1162096) (← links)
• Simultaneous equations with error components (Q1166223) (← links)
• Multivariate error components analysis of linear and nonlinear regression models by maximum likelihood (Q1170850) (← links)
• A monotonic property for iterative GLS in the two-way random effects model (Q1194025) (← links)
• Incomplete panels. A comparative study of alternative estimators for the unbalanced one-way error component regression model (Q1329125) (← links)
• Testing for random individual and time effects using a Gauss-Newton regression (Q1351728) (← links)
• Testing linear and loglinear error components regressions against Box-Cox alternatives (Q1380565) (← links)
• Estimating multi-way error components models with unbalanced data structures. (Q1858908) (← links)
• Inferences on the regression coefficients in panel data models: parametric bootstrap approach (Q2184383) (← links)
• An exact method for testing equality of several groups in panel data models (Q2244569) (← links)
• Statistical inference in a panel data semiparametric regression model with serially correlated errors (Q2489489) (← links)
• The law of iterated logarithm of estimators for partially linear panel data models (Q2489853) (← links)
• A panel data approach to economic forecasting: the bias-corrected average forecast (Q2630076) (← links)
• The error components regression model: conditional relative efficiency comparisons (Q3034700) (← links)
• The two-way Hausman and Taylor estimator (Q6047350) (← links)