scientific article; zbMATH DE number 41799

MaRDI QIDQ3994752zbMATH OpenFDO

Authors Terry E. Dielman

Publication date 17 September 1992

zbMATH Keywords

analysis of covarianceavailable computer softwarebibliographyError components modelsexamplesHsiao modellinear regressionlongitudinal datamodel choicepanel datapooled cross-sectional datapoolingrandom coefficient regressionsseemingly unrelated regressionssimulation studySwamy and Mehta model

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to statistics (62-02) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20)

Recommendations

• scientific article; zbMATH DE number 3984433
• Econometric analysis of panel data
• Time-series-cross-section Data
• The econometrics of panel data. Fundamental and recent developments in theory and practice.
• Econometric analysis of cross section and panel data.

Cited in

(10)

• Rank tests for testing randomness of a regression coefficient in a linear regression model
• Optimal estimation in random coefficient regression models
• On the pooling of cross-sectional and time-series data in the presence of heteroskedasticity
• Incomplete panels. A comparative study of alternative estimators for the unbalanced one-way error component regression model
• scientific article; zbMATH DE number 3940528 (Why is no real title available?)
• Pooling cross sections with unequal time-series lengths
• Least squares estimation of regression parameters in mixed effects models with unmeasured covariates
• Misspecification in random coefficient regression models: A Monte Carlo simulation
• Covariance structure selection in general mixed models
• Minimax Linear and Quadratic Estimators in Semiparametric Multivariate Regression Models

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3994752)