Alain Pirotte

Available identifiers

Publication	Date of Publication	Type
Diagnostic tests for homoskedasticity in spatial cross-sectional or panel models	2021-10-26	Paper
Prediction in an Unbalanced Nested Error Components Panel Data Model	2018-10-11	Paper
Joint LM test for homoskedasticity in a one-way error component model	2016-05-02	Paper
Fixed effects, random effects or Hausman-Taylor: a pretest estimator	2013-01-01	Paper
Forecasting with spatial panel data	2012-12-30	Paper
An experimental investigation of kernels on graphs for collaborative recommendation and semisupervised classification	2012-08-30	Paper
Testing the fixed effects restrictions? A Monte Carlo study of Chamberlain's minimum chi-squared test	2009-06-09	Paper
Journal on Data Semantics IV	2006-10-20	Paper
ADAPTIVE ESTIMATION OF HETEROSKEDASTIC ERROR COMPONENT MODELS	2005-05-23	Paper
https://portal.mardi4nfdi.de/entity/Q3045501	2004-08-12	Paper
Comparison of forecast performance for homogeneous, heterogeneous and shrinkage estimators: some empirical evidence from US electricity and natural-gas consumption.	2002-08-13	Paper
https://portal.mardi4nfdi.de/entity/Q4259221	1999-08-23	Paper
Convergence of the static estimation toward the long run effects of dynamic panel data models	1999-06-21	Paper
https://portal.mardi4nfdi.de/entity/Q4151165	1977-01-01	Paper
Efficient parsing algorithms for general context-free parsers	1975-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4768645	1973-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q5180831	1973-01-01	Paper

This page was built for person: Alain Pirotte