Investment Demand: An Empirical Contribution to the Aggregation Problem

DOI10.2307/2525405MaRDI QIDQ3264593zbMATH OpenOpenAlexFDO

Authors J. C. G. Boot, G. M. de Wit

Publication date 1960

Published in International Economic Review (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/2525405

zbMATH Keywords

operations research

Cited in

(14)

• Small sample considerations in estimation from panel data
• New evidence on the small properties of estimators of SUR models with autocorrelated disturbances
• Goodness of fit for seemingly unrelated regressions - Glahn's \(R^2_{y\cdot x}\) and Hooper's \(\bar r^2\)
• Efficiency properties of feasible generalized least squares estimators in SURE models under non-normal disturbances
• Misspecified heterogeneity in panel data models
• A generalized test for perfect aggregation
• Highly accurate likelihood analysis for the seemingly unrelated regression problem
• On Computing Maximum-Likelihood Estimates of the Unbalanced Two-Way Random-Effects Model
• Testing the disturbance variance after a pre-test for a linear hypothesis on coefficients in a linear regression
• Selecting estimators and variables in the seemingly unrelated regression model
• Testing for random individual effects using recursive residuals
• Robust estimation of the SUR model
• Application of M-Estimators to Cross-Section Effect Models
• Bayesian inference for the correlation coefficient in two seemingly unrelated regressions

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