Pages that link to "Item:Q1815629"
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The following pages link to Consistency and asymptotic unbiasedness of \(S^ 2\) in the serially correlated error components regression model for panel data (Q1815629):
Displayed 5 items.
- Complete consistency of estimators for regression models based on extended negatively dependent errors (Q725667) (← links)
- Testing the null hypothesis of zero serial correlation in short panel time series: a comparison of tail probabilities (Q744774) (← links)
- A note on \(S^{2}\) in a spatially correlated error components regression model for panel data (Q1934903) (← links)
- Strong laws for weighted sums of \(m\)-extended negatively dependent random variables and its applications (Q2227560) (← links)
- Marcinkiewicz–Zygmund type strong law of large numbers for weighted sums of random variables with infinite moment and its applications (Q6050707) (← links)
