Pages that link to "Item:Q1251042"

The following pages link to Maximum likelihood estimation of the GLS model with unknown parameters in the disturbance covariance matrix (Q1251042):

Displaying 22 items.

• Joint LM test for homoskedasticity in a one-way error component model (Q278186) (← links)
• Maximum likelihood estimation and inference methods for the covariance stationary panel AR(1)/unit root model (Q295407) (← links)
• Using mixtures in seemingly unrelated linear regression models with non-normal errors (Q340854) (← links)
• Regression modelling of the flows in an input-output table with accounting constraints (Q840958) (← links)
• A test for spatial autocorrelation in seemingly unrelated regressions (Q902602) (← links)
• The use of generalized inverses in restricted maximum likelihood (Q1086945) (← links)
• Stochastic specification and estimation of share equation systems (Q1094072) (← links)
• Nonlinear least squares and maximum likelihood estimation of a heteroscedastic regression model (Q1103305) (← links)
• Consistent maximum-likelihood estimation with dependent observations. The general (nonnormal) case and the normal case (Q1112529) (← links)
• Useful invariance results for generalized regression models (Q1140386) (← links)
• Some identification and estimation results for regression models with stochastically varying coefficients (Q1151219) (← links)
• Multivariate error components analysis of linear and nonlinear regression models by maximum likelihood (Q1170850) (← links)
• Bounds for normal approximations to the distributions of generalized least squares predictors and estimators (Q1193986) (← links)
• Seemingly unrelated regressions under additive heteroscedasticity. Theory and share equation applications (Q1260675) (← links)
• Maximum likelihood estimation of spatially and serially correlated panels with random effects (Q1621373) (← links)
• Detection of outliers in panel data of intervention effects model based on variance of remainder disturbance (Q1666883) (← links)
• Estimating multi-way error components models with unbalanced data structures. (Q1858908) (← links)
• On the sensitivity of the usual \(t\)- and \(F\)-tests to covariance misspecification (Q1971791) (← links)
• A Joint Score Test for Heteroscedasticity in the Two Way Error Components Model (Q2921828) (← links)
• Conditional Score Tests for Heteroscedasticity in the Two-Way Error Components Model (Q2931576) (← links)
• A general structural model for decomposing time series and its analysis as a generalized regression model (Q3031815) (← links)
• Shrinkage Estimators for Covariance Matrices (Q3078880) (← links)